+195.3%
ITW vs ES
+92.3%
+102.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +8.9% | +6.7% | +2.2% | +6.1% |
| 3M | -0.9% | +0.3% | -1.2% | -1.2% |
| 6M | +16.0% | +7.4% | +8.6% | +12.4% |
| YTD | +19.4% | +8.4% | +11.1% | +14.9% |
| 1Y | +20.7% | +0.6% | +20.0% | +18.9% |
| 3Y | +33.4% | +50.6% | -17.2% | +8.6% |
| 5Y | +39.1% | +4.8% | +34.3% | +31.8% |
| 10Y | +195.3% | +93.1% | +102.2% | +146.1% |
| All | +195.3% | +92.3% | +102.9% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling