+33.1%
ITW vs FE
+47.6%
-14.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +9.1% | +4.3% | +4.7% | +8.0% |
| 3M | -1.6% | +0.4% | -2.0% | -1.7% |
| 6M | +14.5% | +6.9% | +7.5% | +12.7% |
| YTD | +19.2% | +8.0% | +11.2% | +17.3% |
| 1Y | +20.9% | +4.8% | +16.1% | +19.7% |
| 3Y | +33.1% | +49.0% | -15.8% | +19.8% |
| All | +33.1% | +47.6% | -14.5% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling