+188.3%
ITW vs EL
+26.1%
+162.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.7% | -6.5% | +5.8% | +1.1% |
| 30D | -8.3% | +11.1% | -19.5% | -11.4% |
| 3M | +6.0% | +10.7% | -4.7% | +2.3% |
| 6M | 0.0% | +6.9% | -6.9% | -3.5% |
| YTD | +10.2% | -6.3% | +16.5% | +9.2% |
| 1Y | +3.2% | +13.5% | -10.3% | -4.3% |
| 3Y | +21.0% | -33.1% | +54.0% | +24.8% |
| 5Y | +37.9% | -68.8% | +106.7% | +87.0% |
| All | +188.3% | +26.1% | +162.1% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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