+194.2%
ITW vs FICO
+524.6%
-330.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +0.5% | +1.4% | -0.9% | +0.2% |
| 30D | +7.7% | -0.8% | +8.5% | +7.4% |
| 3M | -1.3% | -31.3% | +30.0% | +4.8% |
| 6M | +15.5% | -33.9% | +49.4% | +22.5% |
| YTD | +18.6% | -57.6% | +76.2% | +38.5% |
| 1Y | +19.8% | -59.7% | +79.5% | +41.6% |
| 3Y | +32.5% | -28.0% | +60.5% | +25.0% |
| 5Y | +35.3% | +91.0% | -55.6% | -10.8% |
| All | +194.2% | +524.6% | -330.4% | +14.5% |
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