+1,489.7%
ITW vs ELV
+2,378.1%
-888.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.4% |
| 7D | -1.9% | -2.2% | +0.3% | -1.2% |
| 30D | -10.4% | -0.2% | -10.2% | -10.4% |
| 3M | +3.5% | -6.1% | +9.6% | +4.9% |
| 6M | -3.4% | +42.8% | -46.2% | -14.5% |
| YTD | +8.5% | +14.4% | -5.9% | +2.2% |
| 1Y | +3.2% | +28.6% | -25.4% | -6.7% |
| 3Y | +18.9% | -7.4% | +26.3% | +16.1% |
| 5Y | +35.0% | +14.5% | +20.6% | +20.3% |
| 10Y | +188.6% | +257.4% | -68.8% | +70.1% |
| All | +1,489.7% | +2,378.1% | -888.3% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling