+4.2%
ITW vs EFX
-25.2%
+29.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | +0.2% |
| 7D | -3.6% | -8.6% | +5.1% | -2.5% |
| 30D | -9.1% | +0.1% | -9.3% | -9.2% |
| 3M | +8.2% | +3.8% | +4.4% | +7.8% |
| 6M | -4.8% | -13.5% | +8.7% | -4.1% |
| YTD | +11.0% | -17.7% | +28.7% | +13.1% |
| 1Y | +4.2% | -25.6% | +29.8% | +6.5% |
| All | +4.2% | -25.2% | +29.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling