+44.2%
XLU vs ITW
+36.9%
+7.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -3.3% | -8.3% | +5.0% | -0.4% |
| 3M | -3.2% | +6.0% | -9.2% | -5.4% |
| 6M | -7.0% | 0.0% | -6.9% | -7.4% |
| YTD | +0.6% | +10.2% | -9.6% | -3.5% |
| 1Y | +2.4% | +3.2% | -0.8% | +0.5% |
| 3Y | +46.3% | +21.0% | +25.3% | +32.6% |
| All | +44.2% | +36.9% | +7.3% | +20.2% |
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