+188.3%
ITW vs ETR
+296.9%
-108.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.7% | -1.8% | +1.1% | 0.0% |
| 30D | -8.3% | -1.8% | -6.6% | -7.7% |
| 3M | +6.0% | -3.6% | +9.6% | +7.4% |
| 6M | 0.0% | +2.6% | -2.6% | -1.7% |
| YTD | +10.2% | +16.0% | -5.8% | +3.1% |
| 1Y | +3.2% | +20.1% | -16.9% | -5.1% |
| 3Y | +21.0% | +143.6% | -122.6% | -20.1% |
| 5Y | +37.9% | +124.4% | -86.4% | -6.4% |
| All | +188.3% | +296.9% | -108.6% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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