+411.2%
XLF vs ITW
+1,499.4%
-1,088.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -2.9% | -2.4% | -0.5% | -1.3% |
| 30D | -1.6% | -9.5% | +7.9% | +5.2% |
| 3M | +9.3% | +6.6% | +2.6% | +4.1% |
| 6M | +14.6% | -1.8% | +16.3% | +14.9% |
| YTD | +4.7% | +9.0% | -4.3% | -2.6% |
| 1Y | +8.6% | +3.6% | +5.1% | +4.3% |
| 3Y | +73.9% | +19.4% | +54.4% | +49.7% |
| 5Y | +65.0% | +36.4% | +28.6% | +27.6% |
| 10Y | +250.4% | +190.0% | +60.5% | +57.9% |
| All | +411.2% | +1,499.4% | -1,088.1% | -19.7% |
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