+37.6%
ITW vs NTRS
+93.2%
-55.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | -8.3% | -0.7% | -7.7% | -8.1% |
| 3M | +6.0% | +11.3% | -5.3% | +1.5% |
| 6M | 0.0% | +35.5% | -35.5% | -11.6% |
| YTD | +10.2% | +40.6% | -30.4% | -4.3% |
| 1Y | +3.2% | +49.2% | -46.0% | -12.7% |
| 3Y | +21.0% | +167.2% | -146.2% | -20.6% |
| All | +37.6% | +93.2% | -55.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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