+273.0%
EMR vs ITW
+194.8%
+78.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.6% |
| 7D | -0.4% | -0.7% | +0.3% | +0.2% |
| 30D | -6.8% | -8.3% | +1.6% | +0.4% |
| 3M | +7.5% | +6.0% | +1.4% | +2.0% |
| 6M | +9.9% | 0.0% | +9.9% | +9.9% |
| YTD | +16.0% | +10.2% | +5.7% | +6.7% |
| 1Y | +12.4% | +3.2% | +9.2% | +9.1% |
| 3Y | +60.2% | +21.0% | +39.3% | +35.6% |
| 5Y | +67.9% | +37.9% | +29.9% | +24.3% |
| All | +273.0% | +194.8% | +78.2% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling