+47.1%
EQT vs ITW
+194.8%
-147.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.6% |
| 30D | 0.0% | -8.3% | +8.3% | +4.9% |
| 3M | +5.9% | +6.0% | -0.1% | +1.9% |
| 6M | -14.8% | 0.0% | -14.8% | -15.8% |
| YTD | +1.8% | +10.2% | -8.5% | -5.6% |
| 1Y | +7.4% | +3.2% | +4.1% | +3.3% |
| 3Y | +33.6% | +21.0% | +12.6% | +13.9% |
| 5Y | +199.3% | +37.9% | +161.4% | +130.7% |
| All | +47.1% | +194.8% | -147.7% | -32.6% |
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