+199.9%
ITW vs FN
+837.6%
-637.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.9% | -9.8% | +0.4% |
| 7D | -1.1% | +16.3% | -17.4% | -3.7% |
| 30D | +8.6% | -24.7% | +33.3% | +12.1% |
| 3M | -2.7% | -34.9% | +32.2% | +1.9% |
| 6M | +14.0% | -41.1% | +55.1% | +19.4% |
| YTD | +18.6% | -19.6% | +38.2% | +15.5% |
| 1Y | +19.8% | -18.5% | +38.3% | +15.6% |
| 3Y | +34.8% | +119.1% | -84.3% | -1.0% |
| 5Y | +37.5% | +206.9% | -169.4% | -10.4% |
| 10Y | +199.9% | +826.4% | -626.5% | +50.0% |
| All | +199.9% | +837.6% | -637.7% | +50.0% |
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