+9,052.6%
ITW vs EIX
+1,137.3%
+7,915.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.6% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | -9.4% | -13.5% | +4.1% | -7.3% |
| 3M | +7.1% | -15.3% | +22.4% | +10.0% |
| 6M | -1.9% | -15.3% | +13.5% | +0.6% |
| YTD | +10.4% | +2.7% | +7.7% | +7.9% |
| 1Y | +3.3% | +17.4% | -14.1% | -2.5% |
| 3Y | +21.0% | -1.3% | +22.3% | +17.4% |
| 5Y | +36.3% | +27.2% | +9.1% | +23.9% |
| 10Y | +185.8% | +22.7% | +163.0% | +153.3% |
| All | +9,052.6% | +1,137.3% | +7,915.3% | +4,403.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling