+181.7%
ITW vs NTNX
+148.8%
+33.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | -0.7% | -3.1% | +2.4% | -0.4% |
| 30D | -8.3% | +2.0% | -10.3% | -8.6% |
| 3M | +6.0% | +34.0% | -27.9% | +2.7% |
| 6M | 0.0% | +72.4% | -72.4% | -6.2% |
| YTD | +10.2% | +27.5% | -17.3% | +6.5% |
| 1Y | +3.2% | -18.7% | +22.0% | +4.6% |
| 3Y | +21.0% | +80.8% | -59.8% | +9.2% |
| 5Y | +37.9% | +54.5% | -16.6% | +23.0% |
| All | +181.7% | +148.8% | +33.0% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling