+21.0%
ITW vs NTR
+36.8%
-15.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | -8.3% | +16.8% | -25.1% | -10.2% |
| 3M | +6.0% | +20.7% | -14.7% | +3.3% |
| 6M | 0.0% | +0.5% | -0.5% | -0.4% |
| YTD | +10.2% | +29.2% | -19.0% | +4.6% |
| 1Y | +3.2% | +39.6% | -36.4% | -3.7% |
| 3Y | +21.0% | +37.9% | -16.9% | +10.5% |
| All | +21.0% | +36.8% | -15.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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