+188.3%
ITW vs GEN
+159.8%
+28.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.7% | -1.3% | +0.5% | -0.5% |
| 30D | -8.3% | +6.1% | -14.4% | -9.4% |
| 3M | +6.0% | +27.0% | -20.9% | +1.2% |
| 6M | 0.0% | +43.9% | -43.9% | -7.5% |
| YTD | +10.2% | +13.0% | -2.8% | +6.8% |
| 1Y | +3.2% | +4.0% | -0.8% | +1.7% |
| 3Y | +21.0% | +66.2% | -45.2% | +7.8% |
| 5Y | +37.9% | +23.2% | +14.7% | +27.7% |
| All | +188.3% | +159.8% | +28.4% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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