+119.0%
ITW vs NVT
+731.8%
-612.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | -0.5% |
| 7D | -0.7% | +4.1% | -4.8% | -2.2% |
| 30D | -8.3% | -5.1% | -3.2% | -7.0% |
| 3M | +6.0% | -1.2% | +7.2% | +4.8% |
| 6M | 0.0% | +46.6% | -46.6% | -15.5% |
| YTD | +10.2% | +60.0% | -49.8% | -10.4% |
| 1Y | +3.2% | +70.8% | -67.6% | -19.2% |
| 3Y | +21.0% | +187.5% | -166.6% | -29.0% |
| 5Y | +37.9% | +426.1% | -388.2% | -40.5% |
| All | +119.0% | +731.8% | -612.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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