+188.3%
ITW vs ESI
+312.8%
-124.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.7% | -4.6% | +3.9% | +0.9% |
| 30D | -8.3% | -10.5% | +2.2% | -5.0% |
| 3M | +6.0% | -19.8% | +25.8% | +13.0% |
| 6M | 0.0% | +5.8% | -5.8% | -4.8% |
| YTD | +10.2% | +38.3% | -28.1% | -5.7% |
| 1Y | +3.2% | +31.5% | -28.3% | -10.6% |
| 3Y | +21.0% | +80.7% | -59.7% | -9.7% |
| 5Y | +37.9% | +69.4% | -31.5% | +3.3% |
| All | +188.3% | +312.8% | -124.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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