+8,892.5%
ITW vs EVRG
+2,060.4%
+6,832.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -10.4% | -0.2% | -10.1% | -10.3% |
| 3M | +3.5% | -0.5% | +4.0% | +3.6% |
| 6M | -3.4% | +0.2% | -3.5% | -3.6% |
| YTD | +8.5% | +14.9% | -6.4% | +2.9% |
| 1Y | +3.2% | +18.2% | -15.0% | -3.3% |
| 3Y | +18.9% | +70.2% | -51.3% | -3.4% |
| 5Y | +35.0% | +45.3% | -10.3% | +15.6% |
| 10Y | +188.6% | +112.4% | +76.2% | +109.6% |
| All | +8,892.5% | +2,060.4% | +6,832.1% | +3,096.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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