+782.9%
ENTG vs ITW
+194.8%
+588.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.8% |
| 30D | -12.9% | -8.3% | -4.5% | -5.5% |
| 3M | -3.1% | +6.0% | -9.1% | -9.2% |
| 6M | +21.0% | 0.0% | +21.0% | +20.6% |
| YTD | +67.0% | +10.2% | +56.8% | +51.9% |
| 1Y | +68.6% | +3.2% | +65.4% | +62.7% |
| 3Y | +48.6% | +21.0% | +27.7% | +27.2% |
| 5Y | +18.6% | +37.9% | -19.3% | -7.7% |
| All | +782.9% | +194.8% | +588.1% | +260.3% |
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