+36.4%
ITW vs ELF
+217.8%
-181.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.8% |
| 7D | -2.4% | -10.8% | +8.5% | -1.4% |
| 30D | -9.5% | +0.8% | -10.3% | -9.7% |
| 3M | +6.6% | +64.8% | -58.1% | +1.5% |
| 6M | -1.8% | +19.0% | -20.7% | -3.9% |
| YTD | +9.0% | +25.9% | -16.9% | +5.6% |
| 1Y | +3.6% | -28.8% | +32.3% | +4.9% |
| 3Y | +19.4% | -29.6% | +49.0% | +12.9% |
| 5Y | +36.4% | +216.2% | -179.9% | -15.6% |
| All | +36.4% | +217.8% | -181.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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