+188.3%
ITW vs NI
+143.3%
+45.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | -8.3% | -1.4% | -6.9% | -7.8% |
| 3M | +6.0% | -10.6% | +16.6% | +10.7% |
| 6M | 0.0% | -9.3% | +9.3% | +3.7% |
| YTD | +10.2% | +1.1% | +9.1% | +9.3% |
| 1Y | +3.2% | +3.4% | -0.2% | +1.2% |
| 3Y | +21.0% | +67.9% | -46.9% | -4.2% |
| 5Y | +37.9% | +98.0% | -60.0% | +1.2% |
| All | +188.3% | +143.3% | +45.0% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling