+20.7%
ITW vs FICO
-58.5%
+79.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -1.6% | +4.0% | -5.6% | -1.9% |
| 30D | +8.9% | -1.5% | +10.4% | +8.9% |
| 3M | -0.9% | -29.8% | +28.9% | +0.7% |
| 6M | +16.0% | -33.3% | +49.2% | +18.7% |
| YTD | +19.4% | -56.9% | +76.3% | +29.2% |
| 1Y | +20.7% | -59.5% | +80.1% | +33.3% |
| All | +20.7% | -58.5% | +79.2% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling