+127.5%
ITW vs NIO
-40.3%
+167.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.7% |
| 7D | -2.4% | -7.3% | +4.9% | -1.9% |
| 30D | -9.5% | -22.5% | +13.0% | -8.2% |
| 3M | +6.6% | -30.9% | +37.5% | +8.9% |
| 6M | -1.8% | -37.2% | +35.4% | +0.6% |
| YTD | +9.0% | -29.8% | +38.8% | +10.7% |
| 1Y | +3.6% | -37.4% | +41.0% | +5.6% |
| 3Y | +19.4% | -64.3% | +83.8% | +22.6% |
| 5Y | +36.4% | -90.6% | +127.0% | +45.9% |
| All | +127.5% | -40.3% | +167.9% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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