+1,040.6%
NBIS vs ITW
+6.4%
+1,034.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.6% | -5.2% |
| 7D | +8.3% | -2.4% | +10.7% | +8.8% |
| 30D | +18.1% | -9.5% | +27.6% | +20.4% |
| 3M | +7.8% | +6.6% | +1.1% | +2.6% |
| 6M | +136.6% | -1.8% | +138.3% | +133.5% |
| YTD | +172.5% | +9.0% | +163.5% | +157.7% |
| 1Y | +144.3% | +3.6% | +140.7% | +136.3% |
| All | +1,040.6% | +6.4% | +1,034.2% | +869.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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