+20,672.1%
ETN vs ITW
+9,520.7%
+11,151.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.8% | +3.3% |
| 7D | +3.5% | -0.7% | +4.3% | +4.0% |
| 30D | -7.5% | -8.3% | +0.8% | -2.3% |
| 3M | +8.3% | +6.0% | +2.3% | +4.0% |
| 6M | +20.2% | 0.0% | +20.2% | +19.7% |
| YTD | +34.7% | +10.2% | +24.4% | +26.0% |
| 1Y | +19.4% | +3.2% | +16.2% | +16.1% |
| 3Y | +85.5% | +21.0% | +64.5% | +61.8% |
| 5Y | +186.6% | +37.9% | +148.7% | +130.1% |
| 10Y | +724.7% | +193.2% | +531.5% | +330.5% |
| All | +20,672.1% | +9,520.7% | +11,151.4% | +2,835.6% |
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 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