+362.6%
ITW vs ESI
+226.4%
+136.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.4% | +5.4% | -5.8% | -1.8% |
| 30D | -9.4% | -4.2% | -5.2% | -8.5% |
| 3M | +7.1% | -9.6% | +16.7% | +9.0% |
| 6M | -1.9% | +18.3% | -20.2% | -8.0% |
| YTD | +10.4% | +45.8% | -35.4% | -2.6% |
| 1Y | +3.3% | +39.2% | -35.9% | -8.1% |
| 3Y | +21.0% | +86.3% | -65.3% | -2.1% |
| 5Y | +36.3% | +76.2% | -39.9% | +10.5% |
| 10Y | +185.8% | +306.8% | -121.0% | +85.0% |
| All | +362.6% | +226.4% | +136.2% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling