+3,076.5%
SPY vs ITW
+6,030.8%
-2,954.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.5% | -0.4% | +1.0% | +0.8% |
| 30D | -0.9% | -9.4% | +8.5% | +3.8% |
| 3M | +3.9% | +7.1% | -3.2% | +0.2% |
| 6M | +14.5% | -1.9% | +16.4% | +14.9% |
| YTD | +12.9% | +10.4% | +2.5% | +6.7% |
| 1Y | +19.4% | +3.3% | +16.1% | +16.1% |
| 3Y | +78.5% | +21.0% | +57.4% | +59.9% |
| 5Y | +81.8% | +36.3% | +45.4% | +52.7% |
| 10Y | +311.5% | +185.8% | +125.7% | +138.7% |
| All | +3,076.5% | +6,030.8% | -2,954.3% | +540.9% |
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