+194.2%
ITW vs FE
+123.7%
+70.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +7.7% | +3.9% | +3.8% | +6.3% |
| 3M | -1.3% | -0.1% | -1.2% | -1.3% |
| 6M | +15.5% | +6.1% | +9.4% | +13.0% |
| YTD | +18.6% | +8.1% | +10.6% | +15.2% |
| 1Y | +19.8% | +4.4% | +15.4% | +17.7% |
| 3Y | +32.5% | +49.0% | -16.5% | +13.1% |
| 5Y | +35.3% | +46.1% | -10.8% | +15.6% |
| All | +194.2% | +123.7% | +70.5% | +132.7% |
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