+1,263.7%
ITW vs NDAQ
+2,281.8%
-1,018.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -0.4% | -2.6% | +2.1% | +0.3% |
| 30D | -9.4% | +0.5% | -9.9% | -9.6% |
| 3M | +7.1% | +9.9% | -2.8% | +4.0% |
| 6M | -1.9% | +8.2% | -10.1% | -4.5% |
| YTD | +10.4% | -1.5% | +11.9% | +9.7% |
| 1Y | +3.3% | +1.3% | +2.0% | +1.7% |
| 3Y | +21.0% | +92.6% | -71.6% | -1.2% |
| 5Y | +36.3% | +53.8% | -17.5% | +17.6% |
| 10Y | +185.8% | +376.0% | -190.2% | +82.9% |
| All | +1,263.7% | +2,281.8% | -1,018.1% | +587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling