+36.4%
ITW vs ENB
+61.9%
-25.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +2.0% |
| 7D | -2.4% | -4.6% | +2.2% | -0.6% |
| 30D | -9.5% | -5.2% | -4.3% | -7.7% |
| 3M | +6.6% | -13.4% | +20.0% | +12.8% |
| 6M | -1.8% | -7.8% | +6.1% | +0.8% |
| YTD | +9.0% | +4.9% | +4.1% | +5.4% |
| 1Y | +3.6% | +3.2% | +0.3% | +0.7% |
| 3Y | +19.4% | +71.0% | -51.5% | -10.1% |
| 5Y | +36.4% | +64.0% | -27.6% | +5.6% |
| All | +36.4% | +61.9% | -25.5% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling