+20.9%
ITW vs FN
-24.2%
+45.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +0.5% |
| 7D | +0.5% | -4.1% | +4.6% | +0.5% |
| 30D | +9.1% | -28.3% | +37.4% | +9.6% |
| 3M | -1.6% | -33.9% | +32.3% | -1.0% |
| 6M | +14.5% | -43.9% | +58.4% | +15.6% |
| YTD | +19.2% | -23.4% | +42.6% | +19.5% |
| 1Y | +20.9% | -25.4% | +46.3% | +21.8% |
| All | +20.9% | -24.2% | +45.2% | +21.8% |
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