+33.1%
ITW vs EL
+3.0%
+30.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.1% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | +6.7% | +10.0% | -3.3% | +5.1% |
| 3M | -0.5% | +28.4% | -29.0% | -4.7% |
| 6M | +16.4% | +37.1% | -20.6% | +10.1% |
| YTD | +19.0% | +7.8% | +11.1% | +15.8% |
| 1Y | +20.2% | +26.0% | -5.8% | +13.7% |
| 3Y | +33.1% | +3.8% | +29.3% | +20.8% |
| All | +33.1% | +3.0% | +30.1% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling