+64.3%
XLF vs ITW
+36.9%
+27.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | 0.0% |
| 7D | -1.5% | -0.7% | -0.7% | -1.1% |
| 30D | -1.2% | -8.3% | +7.2% | +3.7% |
| 3M | +9.2% | +6.0% | +3.2% | +5.1% |
| 6M | +16.3% | 0.0% | +16.3% | +15.5% |
| YTD | +5.4% | +10.2% | -4.8% | -1.8% |
| 1Y | +7.6% | +3.2% | +4.4% | +4.1% |
| 3Y | +74.2% | +21.0% | +53.2% | +50.7% |
| All | +64.3% | +36.9% | +27.4% | +23.2% |
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