+36.4%
ITW vs NDAQ
+48.4%
-12.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -2.4% | -6.8% | +4.4% | 0.0% |
| 30D | -9.5% | -3.2% | -6.4% | -8.6% |
| 3M | +6.6% | +6.5% | +0.2% | +4.1% |
| 6M | -1.8% | +5.7% | -7.5% | -4.4% |
| YTD | +9.0% | -4.6% | +13.6% | +9.8% |
| 1Y | +3.6% | -1.6% | +5.1% | +2.7% |
| 3Y | +19.4% | +86.4% | -67.0% | -11.5% |
| 5Y | +36.4% | +50.3% | -13.9% | +7.4% |
| All | +36.4% | +48.4% | -12.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling