+21.0%
ITW vs FLR
+54.2%
-33.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -0.7% | -3.5% | +2.8% | -0.3% |
| 30D | -8.3% | +4.2% | -12.5% | -8.8% |
| 3M | +6.0% | +8.1% | -2.0% | +4.6% |
| 6M | 0.0% | +21.5% | -21.5% | -3.3% |
| YTD | +10.2% | +36.8% | -26.5% | +4.6% |
| 1Y | +3.2% | +31.2% | -28.0% | -2.0% |
| 3Y | +21.0% | +53.9% | -32.9% | +5.5% |
| All | +21.0% | +54.2% | -33.2% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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