+35.5%
ITW vs EIX
+18.4%
+17.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.3% | +1.4% | +1.0% | +2.0% |
| 30D | +6.7% | +8.5% | -1.9% | +4.5% |
| 3M | -0.5% | -13.5% | +12.9% | +2.3% |
| 6M | +16.4% | -12.4% | +28.8% | +18.7% |
| YTD | +19.0% | +5.9% | +13.0% | +13.5% |
| 1Y | +20.2% | +7.6% | +12.6% | +14.0% |
| 3Y | +33.1% | +12.8% | +20.3% | +18.7% |
| All | +35.5% | +18.4% | +17.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling