+188.3%
ITW vs ELV
+280.2%
-91.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.7% | +3.2% | -3.9% | -1.7% |
| 30D | -8.3% | +5.4% | -13.7% | -9.9% |
| 3M | +6.0% | +5.4% | +0.7% | +3.7% |
| 6M | 0.0% | +45.7% | -45.7% | -12.1% |
| YTD | +10.2% | +21.2% | -11.0% | +1.9% |
| 1Y | +3.2% | +35.6% | -32.4% | -8.4% |
| 3Y | +21.0% | -2.0% | +23.0% | +16.3% |
| 5Y | +37.9% | +26.0% | +11.9% | +16.6% |
| All | +188.3% | +280.2% | -91.9% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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