+22.9%
ITW vs NI
+9.5%
+13.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.9% |
| 7D | +6.3% | +3.9% | +2.4% | +5.1% |
| 30D | +11.1% | +15.3% | -4.2% | +6.6% |
| 3M | +0.1% | +2.4% | -2.3% | -0.6% |
| 6M | +18.1% | -4.5% | +22.6% | +19.8% |
| YTD | +21.4% | +11.4% | +10.0% | +16.8% |
| 1Y | +22.9% | +8.5% | +14.4% | +18.2% |
| All | +22.9% | +9.5% | +13.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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