+35.3%
ITW vs NIO
-92.9%
+128.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.3% |
| 7D | +0.5% | -4.7% | +5.2% | +0.8% |
| 30D | +7.7% | -14.3% | +22.0% | +8.8% |
| 3M | -1.3% | -32.8% | +31.5% | +1.4% |
| 6M | +15.5% | -49.8% | +65.3% | +20.9% |
| YTD | +18.6% | -40.2% | +58.8% | +22.0% |
| 1Y | +19.8% | -52.7% | +72.5% | +25.3% |
| 3Y | +32.5% | -57.9% | +90.4% | +35.0% |
| 5Y | +35.3% | -92.9% | +128.2% | +46.0% |
| All | +35.3% | -92.9% | +128.2% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling