+32.7%
ITW vs FICO
-28.1%
+60.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | +7.7% | -0.8% | +8.5% | +7.6% |
| 3M | -1.3% | -31.3% | +30.0% | +1.1% |
| 6M | +15.5% | -33.9% | +49.4% | +18.5% |
| YTD | +18.6% | -57.6% | +76.2% | +26.8% |
| 1Y | +19.8% | -59.7% | +79.5% | +28.8% |
| All | +32.7% | -28.1% | +60.9% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling