+9,052.6%
ITW vs BN
+14,855.3%
-5,802.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | -0.4% | -1.2% | +0.7% | 0.0% |
| 30D | -9.4% | -10.9% | +1.5% | -5.6% |
| 3M | +7.1% | -11.1% | +18.2% | +11.7% |
| 6M | -1.9% | -4.4% | +2.5% | -0.8% |
| YTD | +10.4% | -14.1% | +24.6% | +15.7% |
| 1Y | +3.3% | -11.1% | +14.4% | +6.4% |
| 3Y | +21.0% | +75.6% | -54.5% | -5.2% |
| 5Y | +36.3% | +35.8% | +0.5% | +15.0% |
| 10Y | +185.8% | +261.6% | -75.8% | +66.8% |
| All | +9,052.6% | +14,855.3% | -5,802.7% | +2,296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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