+131.7%
ITW vs NIO
-36.7%
+168.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -3.6% | -13.0% | +9.5% | -2.7% |
| 30D | -9.1% | -18.3% | +9.1% | -8.1% |
| 3M | +8.2% | -33.2% | +41.4% | +10.8% |
| 6M | -4.8% | -21.5% | +16.7% | -3.8% |
| YTD | +11.0% | -25.5% | +36.5% | +12.4% |
| 1Y | +4.2% | -38.0% | +42.3% | +6.3% |
| 3Y | +17.3% | -65.5% | +82.7% | +20.7% |
| 5Y | +33.0% | -90.6% | +123.6% | +42.2% |
| All | +131.7% | -36.7% | +168.4% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling