+804.7%
ITW vs XME
+244.0%
+560.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -10.4% | +1.4% | -11.8% | -11.1% |
| 3M | +3.5% | +2.7% | +0.8% | +1.6% |
| 6M | -3.4% | +6.5% | -9.9% | -7.3% |
| YTD | +8.5% | +15.2% | -6.7% | +0.2% |
| 1Y | +3.2% | +43.5% | -40.3% | -13.7% |
| 3Y | +18.9% | +135.9% | -117.0% | -20.4% |
| 5Y | +35.0% | +181.5% | -146.4% | -18.9% |
| 10Y | +188.6% | +436.9% | -248.2% | +24.4% |
| All | +804.7% | +244.0% | +560.8% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling