+811.7%
XLB vs ITW
+1,520.4%
-708.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.6% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -1.7% | -9.4% | +7.7% | +4.6% |
| 3M | +4.4% | +7.1% | -2.8% | -0.4% |
| 6M | +5.0% | -1.9% | +6.9% | +5.8% |
| YTD | +15.5% | +10.4% | +5.0% | +7.7% |
| 1Y | +14.9% | +3.3% | +11.6% | +11.6% |
| 3Y | +34.5% | +21.0% | +13.5% | +17.3% |
| 5Y | +36.5% | +36.3% | +0.2% | +9.1% |
| 10Y | +159.6% | +185.8% | -26.2% | +26.5% |
| All | +811.7% | +1,520.4% | -708.7% | +50.7% |
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