+8,892.5%
ITW vs ETR
+4,408.0%
+4,484.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.3% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -10.4% | +2.0% | -12.4% | -11.0% |
| 3M | +3.5% | -1.7% | +5.2% | +4.0% |
| 6M | -3.4% | +3.6% | -6.9% | -4.9% |
| YTD | +8.5% | +18.0% | -9.5% | +2.1% |
| 1Y | +3.2% | +26.2% | -23.0% | -5.2% |
| 3Y | +18.9% | +148.0% | -129.1% | -14.6% |
| 5Y | +35.0% | +126.1% | -91.0% | -0.6% |
| 10Y | +188.6% | +302.3% | -113.6% | +73.6% |
| All | +8,892.5% | +4,408.0% | +4,484.4% | +3,090.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling