+147.6%
ITW vs NIO
-49.2%
+196.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.3% |
| 7D | +0.5% | -4.7% | +5.2% | +0.7% |
| 30D | +7.7% | -14.3% | +22.0% | +8.6% |
| 3M | -1.3% | -32.8% | +31.5% | +1.0% |
| 6M | +15.5% | -49.8% | +65.3% | +20.0% |
| YTD | +18.6% | -40.2% | +58.8% | +21.6% |
| 1Y | +19.8% | -52.7% | +72.5% | +24.5% |
| 3Y | +32.5% | -57.9% | +90.4% | +34.8% |
| 5Y | +35.3% | -92.9% | +128.2% | +47.2% |
| All | +147.6% | -49.2% | +196.8% | +124.8% |
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