+71.0%
UBER vs ITW
+107.7%
-36.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.8% |
| 7D | -7.0% | -1.9% | -5.1% | -5.9% |
| 30D | -8.9% | -10.4% | +1.5% | -2.8% |
| 3M | +1.0% | +3.5% | -2.5% | -1.5% |
| 6M | -3.7% | -3.4% | -0.4% | -2.4% |
| YTD | -13.0% | +8.5% | -21.5% | -18.6% |
| 1Y | -25.5% | +3.2% | -28.8% | -28.4% |
| 3Y | +50.5% | +18.9% | +31.6% | +31.6% |
| 5Y | +76.2% | +35.0% | +41.1% | +39.5% |
| All | +71.0% | +107.7% | -36.7% | +0.3% |
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