+21.0%
ITW vs BNS
+130.5%
-109.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.9% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -8.3% | +3.5% | -11.8% | -9.5% |
| 3M | +6.0% | +14.1% | -8.0% | +0.4% |
| 6M | 0.0% | +33.8% | -33.8% | -11.4% |
| YTD | +10.2% | +29.5% | -19.2% | -1.3% |
| 1Y | +3.2% | +48.4% | -45.2% | -12.8% |
| 3Y | +21.0% | +129.6% | -108.6% | -16.4% |
| All | +21.0% | +130.5% | -109.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling