+8,933.7%
ITW vs NI
+5,096.4%
+3,837.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -9.5% | -1.4% | -8.1% | -9.0% |
| 3M | +6.6% | -10.6% | +17.2% | +11.3% |
| 6M | -1.8% | -9.9% | +8.1% | +2.1% |
| YTD | +9.0% | +1.2% | +7.8% | +8.1% |
| 1Y | +3.6% | +4.4% | -0.9% | +1.2% |
| 3Y | +19.4% | +68.6% | -49.2% | -4.9% |
| 5Y | +36.4% | +98.0% | -61.6% | +1.1% |
| 10Y | +190.0% | +143.6% | +46.3% | +90.5% |
| All | +8,933.7% | +5,096.4% | +3,837.3% | +1,946.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling