+194.2%
ITW vs FN
+763.2%
-569.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.1% |
| 7D | +0.5% | +20.8% | -20.3% | -2.4% |
| 30D | +7.7% | -17.3% | +25.0% | +9.6% |
| 3M | -1.3% | -38.1% | +36.8% | +4.1% |
| 6M | +15.5% | -44.2% | +59.7% | +22.0% |
| YTD | +18.6% | -22.3% | +40.9% | +16.0% |
| 1Y | +19.8% | -20.9% | +40.8% | +16.1% |
| 3Y | +32.5% | +111.1% | -78.6% | -2.2% |
| 5Y | +35.3% | +191.8% | -156.5% | -11.2% |
| All | +194.2% | +763.2% | -569.0% | +47.4% |
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