+9,775.7%
ITW vs FICO
+81,563.4%
-71,787.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | +9.1% | +9.4% | -0.4% | +7.1% |
| 3M | -1.6% | -30.4% | +28.8% | +2.7% |
| 6M | +14.5% | -35.1% | +49.6% | +20.1% |
| YTD | +19.2% | -56.8% | +76.0% | +32.2% |
| 1Y | +20.9% | -58.4% | +79.3% | +35.0% |
| 3Y | +33.1% | -26.7% | +59.8% | +31.5% |
| 5Y | +38.2% | +88.0% | -49.8% | +14.3% |
| 10Y | +196.2% | +545.7% | -349.6% | +98.4% |
| All | +9,775.7% | +81,563.4% | -71,787.8% | +4,719.3% |
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