+9,798.6%
ITW vs ES
+1,249.3%
+8,549.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +8.9% | +6.7% | +2.2% | +6.5% |
| 3M | -0.9% | +0.3% | -1.2% | -1.1% |
| 6M | +16.0% | +7.4% | +8.6% | +12.9% |
| YTD | +19.4% | +8.4% | +11.1% | +15.6% |
| 1Y | +20.7% | +0.6% | +20.0% | +19.2% |
| 3Y | +33.4% | +50.6% | -17.2% | +13.2% |
| 5Y | +39.1% | +4.8% | +34.3% | +32.6% |
| 10Y | +195.3% | +93.1% | +102.2% | +127.4% |
| All | +9,798.6% | +1,249.3% | +8,549.3% | +4,276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling