+9,052.6%
ITW vs EAT
+11,250.4%
-2,197.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +0.1% |
| 7D | -0.4% | -4.9% | +4.5% | +0.5% |
| 30D | -9.4% | -1.2% | -8.2% | -9.5% |
| 3M | +7.1% | +52.2% | -45.1% | -1.4% |
| 6M | -1.9% | +65.0% | -66.9% | -11.7% |
| YTD | +10.4% | +55.0% | -44.6% | +0.2% |
| 1Y | +3.3% | +42.1% | -38.8% | -5.4% |
| 3Y | +21.0% | +614.7% | -593.7% | -21.8% |
| 5Y | +36.3% | +322.7% | -286.4% | -6.7% |
| 10Y | +185.8% | +382.0% | -196.3% | +64.5% |
| All | +9,052.6% | +11,250.4% | -2,197.8% | +1,999.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling