+199.9%
ITW vs FICO
+544.0%
-344.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.7% | +1.5% |
| 7D | -1.1% | -0.1% | -1.1% | -1.2% |
| 30D | +8.6% | +8.4% | +0.1% | +6.1% |
| 3M | -2.7% | -30.5% | +27.8% | +3.1% |
| 6M | +14.0% | -35.7% | +49.7% | +21.7% |
| YTD | +18.6% | -57.2% | +75.8% | +38.2% |
| 1Y | +19.8% | -58.4% | +78.2% | +40.5% |
| 3Y | +34.8% | -24.8% | +59.6% | +25.5% |
| 5Y | +37.5% | +79.3% | -41.8% | -7.2% |
| 10Y | +199.9% | +531.6% | -331.7% | +18.6% |
| All | +199.9% | +544.0% | -344.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling