+21.0%
ITW vs NTNX
+82.3%
-61.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.6% |
| 30D | -8.3% | +2.0% | -10.3% | -8.4% |
| 3M | +6.0% | +34.0% | -27.9% | +4.6% |
| 6M | 0.0% | +72.4% | -72.4% | -2.8% |
| YTD | +10.2% | +27.5% | -17.3% | +9.0% |
| 1Y | +3.2% | -18.7% | +22.0% | +5.4% |
| 3Y | +21.0% | +80.8% | -59.8% | +10.1% |
| All | +21.0% | +82.3% | -61.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 3y: compounded portfolio wealth divided by compounded NTNX 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…
3y analysis · Full analysis span regression · 6 months rolling