+19.6%
ITW vs FND
-50.8%
+70.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -2.4% | -5.1% | +2.7% | -1.2% |
| 30D | -9.5% | -22.5% | +13.0% | -4.2% |
| 3M | +6.6% | -5.0% | +11.7% | +7.3% |
| 6M | -1.8% | -21.5% | +19.8% | +2.6% |
| YTD | +9.0% | -23.0% | +32.0% | +14.0% |
| 1Y | +3.6% | -44.9% | +48.5% | +16.5% |
| All | +19.6% | -50.8% | +70.4% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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