+37.6%
ITW vs ELV
+25.1%
+12.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.7% | +3.2% | -3.9% | -1.3% |
| 30D | -8.3% | +5.4% | -13.7% | -9.2% |
| 3M | +6.0% | +5.4% | +0.7% | +4.7% |
| 6M | 0.0% | +45.7% | -45.7% | -7.4% |
| YTD | +10.2% | +21.2% | -11.0% | +5.2% |
| 1Y | +3.2% | +35.6% | -32.4% | -3.9% |
| 3Y | +21.0% | -2.0% | +23.0% | +19.0% |
| All | +37.6% | +25.1% | +12.5% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling