+4,509.8%
ITW vs EME
+61,154.1%
-56,644.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | -1.9% | +2.7% | -4.6% | -2.7% |
| 30D | -10.4% | -6.8% | -3.6% | -8.7% |
| 3M | +3.5% | -8.8% | +12.4% | +4.9% |
| 6M | -3.4% | +5.0% | -8.4% | -6.4% |
| YTD | +8.5% | +23.5% | -15.0% | -0.2% |
| 1Y | +3.2% | +21.3% | -18.1% | -5.9% |
| 3Y | +18.9% | +241.1% | -222.2% | -23.6% |
| 5Y | +35.0% | +549.2% | -514.1% | -29.1% |
| 10Y | +188.6% | +1,306.4% | -1,117.8% | +18.0% |
| All | +4,509.8% | +61,154.1% | -56,644.3% | +1,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling