+9,757.5%
ITW vs BN
+15,531.3%
-5,773.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +2.3% | -1.0% | +3.3% | +2.7% |
| 30D | +6.7% | +14.0% | -7.3% | +1.6% |
| 3M | -0.5% | -9.0% | +8.5% | +2.8% |
| 6M | +16.4% | -8.8% | +25.2% | +19.9% |
| YTD | +19.0% | -10.3% | +29.2% | +22.4% |
| 1Y | +20.2% | -5.8% | +26.0% | +21.5% |
| 3Y | +33.1% | +94.8% | -61.7% | +0.6% |
| 5Y | +35.7% | +31.5% | +4.2% | +15.9% |
| 10Y | +194.0% | +291.9% | -97.9% | +66.7% |
| All | +9,757.5% | +15,531.3% | -5,773.8% | +2,436.2% |
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