+4.0%
ITW vs FRMI
-78.6%
+82.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.4% |
| 7D | -2.4% | +10.9% | -13.3% | -2.2% |
| 30D | -9.5% | -24.3% | +14.8% | -9.8% |
| 3M | +6.6% | -21.8% | +28.4% | +6.6% |
| 6M | -1.8% | -33.0% | +31.3% | -1.9% |
| YTD | +9.0% | -32.6% | +41.6% | +9.6% |
| All | +4.0% | -78.6% | +82.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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