+3.3%
ITW vs FN
+11.2%
-7.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | -0.4% | +3.5% | -4.0% | -0.5% |
| 30D | -9.4% | -26.0% | +16.5% | -9.0% |
| 3M | +7.1% | -33.3% | +40.4% | +8.0% |
| 6M | -1.9% | -14.9% | +13.1% | -1.8% |
| YTD | +10.4% | -8.6% | +19.0% | +10.4% |
| 1Y | +3.3% | +12.3% | -9.0% | +3.1% |
| All | +3.3% | +11.2% | -7.9% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling