+9,532.2%
ITW vs FICO
+78,645.2%
-69,112.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | +7.6% | +3.3% | +4.2% | +6.6% |
| 3M | -4.0% | -31.7% | +27.7% | +0.4% |
| 6M | +9.2% | -34.0% | +43.2% | +14.1% |
| YTD | +16.2% | -58.3% | +74.6% | +29.7% |
| 1Y | +17.9% | -57.9% | +75.9% | +31.4% |
| 3Y | +30.6% | -24.1% | +54.6% | +28.2% |
| 5Y | +35.2% | +85.3% | -50.2% | +12.0% |
| 10Y | +212.2% | +520.3% | -308.1% | +110.5% |
| All | +9,532.2% | +78,645.2% | -69,112.9% | +4,628.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling