+46.4%
UBER vs ITW
+20.2%
+26.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -5.4% | -0.7% | -4.7% | -5.0% |
| 30D | -4.9% | -8.3% | +3.4% | -0.5% |
| 3M | +3.0% | +6.0% | -3.0% | -0.7% |
| 6M | -4.4% | 0.0% | -4.4% | -5.1% |
| YTD | -12.3% | +10.2% | -22.5% | -19.1% |
| 1Y | -24.3% | +3.2% | -27.5% | -27.1% |
| 3Y | +46.4% | +21.0% | +25.5% | +18.4% |
| All | +46.4% | +20.2% | +26.2% | +18.4% |
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