+4.2%
ITW vs NDAQ
+4.3%
-0.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | -3.6% | -2.4% | -1.1% | -3.4% |
| 30D | -9.1% | +2.5% | -11.6% | -9.2% |
| 3M | +8.2% | +9.9% | -1.7% | +8.1% |
| 6M | -4.8% | +9.4% | -14.2% | -5.1% |
| YTD | +11.0% | +0.4% | +10.6% | +11.4% |
| 1Y | +4.2% | +4.0% | +0.2% | +2.7% |
| All | +4.2% | +4.3% | -0.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 1y: compounded portfolio wealth divided by compounded NDAQ 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…
1y analysis · Full analysis span regression · 6 months rolling