+195.3%
ITW vs FN
+850.1%
-654.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.6% | -0.6% |
| 7D | -1.6% | +8.0% | -9.6% | -3.0% |
| 30D | +8.9% | -19.1% | +28.1% | +11.3% |
| 3M | -0.9% | -29.8% | +29.0% | +2.6% |
| 6M | +16.0% | -43.2% | +59.2% | +22.2% |
| YTD | +19.4% | -18.9% | +38.4% | +16.1% |
| 1Y | +20.7% | -17.9% | +38.5% | +16.3% |
| 3Y | +33.4% | +120.1% | -86.7% | -2.1% |
| 5Y | +39.1% | +206.7% | -167.6% | -9.4% |
| 10Y | +195.3% | +804.7% | -609.4% | +47.1% |
| All | +195.3% | +850.1% | -654.8% | +47.1% |
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