+21.0%
ITW vs ELV
-2.5%
+23.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +0.9% |
| 7D | -0.7% | +2.8% | -3.5% | -1.1% |
| 30D | -8.3% | +4.9% | -13.2% | -8.9% |
| 3M | +6.0% | +4.9% | +1.1% | +5.2% |
| 6M | 0.0% | +45.1% | -45.1% | -5.4% |
| YTD | +10.2% | +20.7% | -10.4% | +6.6% |
| 1Y | +3.2% | +35.0% | -31.8% | -1.8% |
| 3Y | +21.0% | -2.4% | +23.4% | +21.0% |
| All | +21.0% | -2.5% | +23.5% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling