+3.2%
ITW vs ENB
+2.1%
+1.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -0.7% | -4.7% | +3.9% | -0.1% |
| 30D | -8.3% | -5.9% | -2.4% | -7.6% |
| 3M | +6.0% | -14.2% | +20.3% | +8.6% |
| 6M | 0.0% | -8.6% | +8.6% | +0.6% |
| YTD | +10.2% | +3.9% | +6.3% | +4.7% |
| 1Y | +3.2% | +1.8% | +1.4% | -1.7% |
| All | +3.2% | +2.1% | +1.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling