+800.9%
ITW vs FN
+3,620.5%
-2,819.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.0% |
| 7D | -3.6% | -1.7% | -1.9% | -3.3% |
| 30D | -9.1% | -22.0% | +12.8% | -6.3% |
| 3M | +8.2% | -43.0% | +51.2% | +15.9% |
| 6M | -4.8% | -27.7% | +23.0% | -3.0% |
| YTD | +11.0% | -10.5% | +21.5% | +8.2% |
| 1Y | +4.2% | +12.5% | -8.2% | -3.1% |
| 3Y | +17.3% | +153.8% | -136.5% | -11.0% |
| 5Y | +33.0% | +288.0% | -255.0% | -9.3% |
| 10Y | +182.3% | +906.4% | -724.1% | +57.3% |
| All | +800.9% | +3,620.5% | -2,819.6% | +299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling