+1,237.3%
ENTG vs ITW
+1,559.1%
-321.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +3.1% |
| 7D | +8.9% | -1.9% | +10.8% | +10.9% |
| 30D | -0.8% | -10.4% | +9.5% | +10.3% |
| 3M | +6.6% | +3.5% | +3.0% | +2.2% |
| 6M | +22.1% | -3.4% | +25.4% | +25.9% |
| YTD | +70.2% | +8.5% | +61.7% | +56.5% |
| 1Y | +76.7% | +3.2% | +73.5% | +70.3% |
| 3Y | +50.5% | +18.9% | +31.6% | +29.6% |
| 5Y | +21.8% | +35.0% | -13.2% | -5.2% |
| 10Y | +811.7% | +188.6% | +623.1% | +215.9% |
| All | +1,237.3% | +1,559.1% | -321.7% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling