+36.4%
ITW vs EIX
+22.7%
+13.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -9.5% | -18.8% | +9.3% | -5.5% |
| 3M | +6.6% | -19.7% | +26.3% | +11.5% |
| 6M | -1.8% | -18.2% | +16.5% | +1.9% |
| YTD | +9.0% | -1.7% | +10.8% | +6.1% |
| 1Y | +3.6% | +7.8% | -4.2% | -2.5% |
| 3Y | +19.4% | -5.6% | +25.1% | +14.0% |
| 5Y | +36.4% | +23.7% | +12.7% | +14.0% |
| All | +36.4% | +22.7% | +13.7% | +14.0% |
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