+30.6%
ITW vs FN
+101.0%
-70.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.2% | -2.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.7% |
| 30D | +7.6% | -34.3% | +41.9% | +9.6% |
| 3M | -4.0% | -39.9% | +35.8% | -2.1% |
| 6M | +9.2% | -51.8% | +61.0% | +12.5% |
| YTD | +16.2% | -28.1% | +44.4% | +15.7% |
| 1Y | +17.9% | -29.1% | +47.0% | +17.3% |
| 3Y | +30.6% | +102.4% | -71.9% | +14.0% |
| All | +30.6% | +101.0% | -70.4% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling