+1,580.4%
ITW vs FLR
+609.6%
+970.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | -9.4% | -0.7% | -8.8% | -9.5% |
| 3M | +7.1% | +14.3% | -7.2% | +2.7% |
| 6M | -1.9% | +25.6% | -27.5% | -8.8% |
| YTD | +10.4% | +42.9% | -32.4% | -0.9% |
| 1Y | +3.3% | +38.7% | -35.4% | -7.3% |
| 3Y | +21.0% | +61.8% | -40.8% | -0.7% |
| 5Y | +36.3% | +254.1% | -217.8% | -11.8% |
| 10Y | +185.8% | +20.0% | +165.7% | +105.3% |
| All | +1,580.4% | +609.6% | +970.8% | +556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling