+37.6%
ITW vs EME
+575.5%
-537.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.2% |
| 7D | -0.7% | +3.5% | -4.2% | -1.4% |
| 30D | -8.3% | -6.3% | -2.0% | -7.2% |
| 3M | +6.0% | -3.8% | +9.8% | +6.3% |
| 6M | 0.0% | +8.5% | -8.5% | -2.9% |
| YTD | +10.2% | +27.8% | -17.6% | +2.5% |
| 1Y | +3.2% | +22.2% | -19.0% | -4.6% |
| 3Y | +21.0% | +253.5% | -232.5% | -29.5% |
| All | +37.6% | +575.5% | -537.9% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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