+37.6%
ITW vs EFV
+95.9%
-58.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.1% |
| 30D | -8.3% | +0.6% | -9.0% | -8.8% |
| 3M | +6.0% | +7.5% | -1.5% | +0.1% |
| 6M | 0.0% | +13.0% | -13.0% | -9.5% |
| YTD | +10.2% | +18.3% | -8.1% | -3.9% |
| 1Y | +3.2% | +26.7% | -23.5% | -14.9% |
| 3Y | +21.0% | +89.6% | -68.6% | -28.1% |
| All | +37.6% | +95.9% | -58.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling