+9,757.5%
ITW vs ENB
+11,386.8%
-1,629.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.3% | +3.1% | -0.8% | +1.4% |
| 30D | +6.7% | +2.1% | +4.6% | +6.0% |
| 3M | -0.5% | -4.4% | +3.9% | +0.7% |
| 6M | +16.4% | -10.1% | +26.5% | +19.7% |
| YTD | +19.0% | +5.2% | +13.8% | +16.7% |
| 1Y | +20.2% | +4.2% | +16.0% | +18.2% |
| 3Y | +33.1% | +70.1% | -37.0% | +12.9% |
| 5Y | +35.7% | +59.4% | -23.7% | +17.0% |
| 10Y | +194.0% | +109.5% | +84.5% | +128.6% |
| All | +9,757.5% | +11,386.8% | -1,629.3% | +4,854.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling