+37.6%
ITW vs FTI
+1,066.8%
-1,029.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -0.7% | -4.4% | +3.7% | 0.0% |
| 30D | -8.3% | +1.5% | -9.8% | -8.6% |
| 3M | +6.0% | +8.2% | -2.2% | +4.4% |
| 6M | 0.0% | +18.8% | -18.8% | -3.3% |
| YTD | +10.2% | +71.7% | -61.5% | +0.1% |
| 1Y | +3.2% | +90.0% | -86.8% | -7.9% |
| 3Y | +21.0% | +270.5% | -249.5% | -4.2% |
| All | +37.6% | +1,066.8% | -1,029.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling