+934.6%
ITW vs ET
+1,438.5%
-504.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.7% | +0.2% | -1.0% | -0.8% |
| 30D | -8.3% | +2.9% | -11.2% | -8.9% |
| 3M | +6.0% | +16.8% | -10.8% | +2.5% |
| 6M | 0.0% | +18.9% | -18.9% | -3.9% |
| YTD | +10.2% | +37.7% | -27.5% | +2.6% |
| 1Y | +3.2% | +32.4% | -29.2% | -3.2% |
| 3Y | +21.0% | +99.5% | -78.5% | +3.2% |
| 5Y | +37.9% | +244.0% | -206.0% | +3.9% |
| 10Y | +193.2% | +172.1% | +21.1% | +116.4% |
| All | +934.6% | +1,438.5% | -504.0% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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