+1,093.3%
XLI vs ITW
+1,492.1%
-398.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.4% |
| 7D | -0.6% | -1.9% | +1.3% | +0.6% |
| 30D | -6.9% | -10.4% | +3.4% | -0.4% |
| 3M | -1.9% | +3.5% | -5.5% | -4.3% |
| 6M | +1.0% | -3.4% | +4.4% | +2.8% |
| YTD | +11.3% | +8.5% | +2.8% | +5.1% |
| 1Y | +15.8% | +3.2% | +12.6% | +12.5% |
| 3Y | +69.8% | +18.9% | +50.9% | +50.0% |
| 5Y | +80.9% | +35.0% | +45.9% | +45.9% |
| 10Y | +257.2% | +188.6% | +68.6% | +79.0% |
| All | +1,093.3% | +1,492.1% | -398.8% | +127.0% |
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