+37.2%
ITW vs FICO
+99.8%
-62.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +1.9% |
| 7D | -3.6% | -19.2% | +15.6% | -0.7% |
| 30D | -9.1% | -14.6% | +5.4% | -7.4% |
| 3M | +8.2% | -20.1% | +28.3% | +11.0% |
| 6M | -4.8% | -36.3% | +31.6% | +0.6% |
| YTD | +11.0% | -44.9% | +55.9% | +20.0% |
| 1Y | +4.2% | -38.6% | +42.9% | +9.7% |
| 3Y | +17.3% | +4.0% | +13.3% | +5.9% |
| All | +37.2% | +99.8% | -62.6% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling