+294.9%
ITW vs Z
+25.1%
+269.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.3% |
| 7D | -3.6% | -3.0% | -0.6% | -3.2% |
| 30D | -9.1% | -4.2% | -5.0% | -8.8% |
| 3M | +8.2% | -3.7% | +11.9% | +8.3% |
| 6M | -4.8% | -24.5% | +19.7% | -1.7% |
| YTD | +11.0% | -49.3% | +60.3% | +20.6% |
| 1Y | +4.2% | -58.7% | +62.9% | +16.3% |
| 3Y | +17.3% | -34.1% | +51.4% | +19.5% |
| 5Y | +33.0% | -64.5% | +97.5% | +40.6% |
| 10Y | +182.3% | -0.5% | +182.8% | +125.7% |
| All | +294.9% | +25.1% | +269.8% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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