+3.6%
ITW vs FE
+11.5%
-7.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -1.7% | -0.7% | -1.9% |
| 30D | -9.5% | -1.3% | -8.3% | -9.2% |
| 3M | +6.6% | +0.6% | +6.1% | +6.7% |
| 6M | -1.8% | -6.8% | +5.1% | +0.1% |
| YTD | +9.0% | +6.4% | +2.6% | +9.5% |
| 1Y | +3.6% | +11.3% | -7.7% | +1.0% |
| All | +3.6% | +11.5% | -7.9% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling