+15.3%
ENTG vs ITW
+36.9%
-21.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +0.8% |
| 7D | +1.2% | -0.7% | +1.9% | +2.0% |
| 30D | -12.9% | -8.3% | -4.5% | -3.5% |
| 3M | -3.1% | +6.0% | -9.1% | -11.3% |
| 6M | +21.0% | 0.0% | +21.0% | +19.8% |
| YTD | +67.0% | +10.2% | +56.8% | +46.4% |
| 1Y | +68.6% | +3.2% | +65.4% | +59.6% |
| 3Y | +48.6% | +21.0% | +27.7% | +17.8% |
| All | +15.3% | +36.9% | -21.6% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling