+185.8%
ITW vs FN
+882.3%
-696.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -0.4% | +3.5% | -4.0% | -1.0% |
| 30D | -9.4% | -26.0% | +16.5% | -5.8% |
| 3M | +7.1% | -33.3% | +40.4% | +12.2% |
| 6M | -1.9% | -14.9% | +13.1% | -2.8% |
| YTD | +10.4% | -8.6% | +19.0% | +6.8% |
| 1Y | +3.3% | +12.3% | -9.0% | -4.8% |
| 3Y | +21.0% | +174.4% | -153.4% | -13.8% |
| 5Y | +36.3% | +296.4% | -260.1% | -14.6% |
| 10Y | +185.8% | +890.0% | -704.3% | +40.9% |
| All | +185.8% | +882.3% | -696.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling