+188.3%
ITW vs EAT
+374.9%
-186.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -0.7% | -7.7% | +7.0% | +0.5% |
| 30D | -8.3% | -13.6% | +5.3% | -6.4% |
| 3M | +6.0% | +33.9% | -27.8% | +1.1% |
| 6M | 0.0% | +47.2% | -47.2% | -6.6% |
| YTD | +10.2% | +48.1% | -37.8% | +2.6% |
| 1Y | +3.2% | +33.7% | -30.5% | -2.9% |
| 3Y | +21.0% | +595.8% | -574.8% | -15.3% |
| 5Y | +37.9% | +314.4% | -276.5% | +1.1% |
| All | +188.3% | +374.9% | -186.7% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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