+34.0%
XLB vs ITW
+36.9%
-2.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.4% |
| 30D | -3.1% | -8.3% | +5.2% | +2.5% |
| 3M | -0.2% | +6.0% | -6.2% | -4.2% |
| 6M | +3.1% | 0.0% | +3.1% | +2.5% |
| YTD | +13.3% | +10.2% | +3.0% | +5.3% |
| 1Y | +12.0% | +3.2% | +8.8% | +8.6% |
| 3Y | +31.4% | +21.0% | +10.4% | +13.1% |
| All | +34.0% | +36.9% | -2.9% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling