+8,933.7%
ITW vs EFX
+6,077.1%
+2,856.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -11.1% | +8.8% | +1.4% |
| 30D | -9.5% | -7.4% | -2.2% | -7.4% |
| 3M | +6.6% | +1.5% | +5.2% | +5.3% |
| 6M | -1.8% | -13.7% | +11.9% | +1.8% |
| YTD | +9.0% | -21.9% | +30.9% | +15.6% |
| 1Y | +3.6% | -30.8% | +34.3% | +14.0% |
| 3Y | +19.4% | -12.4% | +31.8% | +18.2% |
| 5Y | +36.4% | -35.9% | +72.3% | +46.8% |
| 10Y | +190.0% | +41.0% | +149.0% | +130.0% |
| All | +8,933.7% | +6,077.1% | +2,856.6% | +2,791.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling