+118.0%
NOK vs ITW
+5.8%
+112.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.7% |
| 7D | -1.8% | -3.6% | +1.8% | -1.7% |
| 30D | +4.7% | -9.1% | +13.8% | +4.7% |
| 3M | -39.7% | +8.2% | -47.9% | -40.7% |
| 6M | +23.1% | -4.8% | +27.8% | +21.5% |
| YTD | +55.0% | +11.0% | +44.0% | +58.0% |
| 1Y | +118.0% | +4.2% | +113.8% | +127.2% |
| All | +118.0% | +5.8% | +112.3% | +127.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling