+194.3%
NOK vs ITW
+20.2%
+174.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.4% |
| 7D | +11.0% | -0.7% | +11.7% | +11.2% |
| 30D | +7.8% | -8.3% | +16.2% | +11.0% |
| 3M | -21.0% | +6.0% | -27.0% | -23.6% |
| 6M | +40.9% | 0.0% | +40.9% | +39.7% |
| YTD | +72.0% | +10.2% | +61.8% | +63.1% |
| 1Y | +140.9% | +3.2% | +137.7% | +135.5% |
| 3Y | +194.3% | +21.0% | +173.3% | +155.1% |
| All | +194.3% | +20.2% | +174.0% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling