-46.2%
QXO vs ITW
+20.2%
-66.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.9% |
| 7D | -7.8% | -0.7% | -7.1% | -7.1% |
| 30D | -18.1% | -8.3% | -9.8% | -10.8% |
| 3M | -25.8% | +6.0% | -31.8% | -29.6% |
| 6M | -41.7% | 0.0% | -41.7% | -41.2% |
| YTD | -36.2% | +10.2% | -46.4% | -39.9% |
| 1Y | -42.1% | +3.2% | -45.3% | -42.7% |
| 3Y | -46.2% | +21.0% | -67.1% | -58.5% |
| All | -46.2% | +20.2% | -66.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling