+4.2%
ITW vs FANG
+43.7%
-39.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.6% |
| 7D | -3.6% | +0.8% | -4.3% | -3.5% |
| 30D | -9.1% | +7.6% | -16.7% | -8.9% |
| 3M | +8.2% | -1.3% | +9.5% | +8.7% |
| 6M | -4.8% | +14.7% | -19.4% | -7.2% |
| YTD | +11.0% | +34.8% | -23.8% | +4.0% |
| 1Y | +4.2% | +42.9% | -38.7% | -2.5% |
| All | +4.2% | +43.7% | -39.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling