+16.0%
RF vs ITW
+2.1%
+13.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.3% |
| 7D | -0.1% | -1.9% | +1.8% | +0.8% |
| 30D | -4.0% | -10.4% | +6.3% | +1.4% |
| 3M | +5.6% | +3.5% | +2.0% | +3.5% |
| 6M | +13.1% | -3.4% | +16.4% | +14.6% |
| YTD | +13.6% | +8.5% | +5.0% | +8.1% |
| 1Y | +16.0% | +3.2% | +12.7% | +9.2% |
| All | +16.0% | +2.1% | +13.9% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling