+195.0%
ITW vs FE
+126.1%
+68.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.3% | +1.2% | +1.1% | +1.9% |
| 30D | +6.7% | +4.5% | +2.2% | +5.1% |
| 3M | -0.5% | +1.3% | -1.9% | -1.1% |
| 6M | +16.4% | +8.7% | +7.8% | +12.9% |
| YTD | +19.0% | +9.2% | +9.7% | +15.1% |
| 1Y | +20.2% | +7.0% | +13.2% | +17.1% |
| 3Y | +33.1% | +51.4% | -18.3% | +13.0% |
| 5Y | +35.7% | +47.7% | -12.0% | +15.4% |
| All | +195.0% | +126.1% | +68.9% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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