+530.0%
ITW vs FANG
+1,412.9%
-882.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.7% | +2.9% | -3.6% | -1.2% |
| 30D | -8.3% | +2.6% | -10.9% | -8.8% |
| 3M | +6.0% | +7.6% | -1.5% | +4.4% |
| 6M | 0.0% | +17.3% | -17.3% | -3.4% |
| YTD | +10.2% | +38.7% | -28.4% | +3.4% |
| 1Y | +3.2% | +51.6% | -48.4% | -4.8% |
| 3Y | +21.0% | +50.0% | -29.0% | +10.1% |
| 5Y | +37.9% | +237.6% | -199.6% | +7.1% |
| 10Y | +193.2% | +180.7% | +12.5% | +103.6% |
| All | +530.0% | +1,412.9% | -882.9% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling