+21.0%
ITW vs NVD
-99.1%
+120.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | -0.7% | +10.8% | -11.6% | -0.5% |
| 30D | -8.3% | +0.8% | -9.1% | -8.2% |
| 3M | +6.0% | -20.8% | +26.9% | +5.6% |
| 6M | 0.0% | -41.2% | +41.1% | -0.9% |
| YTD | +10.2% | -44.2% | +54.4% | +9.2% |
| 1Y | +3.2% | -54.2% | +57.4% | +1.9% |
| 3Y | +21.0% | -99.1% | +120.1% | +7.4% |
| All | +21.0% | -99.1% | +120.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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