+135.9%
XLU vs ITW
+194.8%
-59.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -3.3% | -8.3% | +5.0% | -0.1% |
| 3M | -3.2% | +6.0% | -9.2% | -5.5% |
| 6M | -7.0% | 0.0% | -6.9% | -7.4% |
| YTD | +0.6% | +10.2% | -9.6% | -3.7% |
| 1Y | +2.4% | +3.2% | -0.8% | +0.3% |
| 3Y | +46.3% | +21.0% | +25.3% | +32.8% |
| 5Y | +44.0% | +37.9% | +6.0% | +22.0% |
| All | +135.9% | +194.8% | -59.0% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling