+188.3%
ITW vs EIX
+19.9%
+168.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -0.7% | -1.4% | +0.6% | -0.4% |
| 30D | -8.3% | -19.3% | +11.0% | -3.6% |
| 3M | +6.0% | -21.7% | +27.7% | +12.2% |
| 6M | 0.0% | -19.8% | +19.8% | +4.8% |
| YTD | +10.2% | -3.0% | +13.3% | +8.3% |
| 1Y | +3.2% | +5.1% | -1.9% | -1.5% |
| 3Y | +21.0% | -7.0% | +27.9% | +17.4% |
| 5Y | +37.9% | +22.0% | +15.9% | +20.8% |
| All | +188.3% | +19.9% | +168.4% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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