+14,631.7%
SPGI vs ITW
+10,254.3%
+4,377.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | +14.3% | +7.7% | +6.6% | +10.3% |
| 3M | +14.5% | -1.3% | +15.8% | +15.1% |
| 6M | +17.3% | +15.5% | +1.8% | +9.1% |
| YTD | -4.6% | +18.6% | -23.2% | -13.3% |
| 1Y | +0.8% | +19.8% | -19.1% | -9.0% |
| 3Y | +28.8% | +32.5% | -3.7% | +9.9% |
| 5Y | +14.0% | +35.3% | -21.4% | -4.2% |
| 10Y | +332.5% | +193.2% | +139.2% | +149.5% |
| All | +14,631.7% | +10,254.3% | +4,377.4% | +2,917.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling