+36.4%
ITW vs GEN
+21.5%
+14.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -2.4% | -4.3% | +2.0% | -1.5% |
| 30D | -9.5% | +3.8% | -13.3% | -10.3% |
| 3M | +6.6% | +22.3% | -15.6% | +2.2% |
| 6M | -1.8% | +39.0% | -40.7% | -8.9% |
| YTD | +9.0% | +11.9% | -2.9% | +6.2% |
| 1Y | +3.6% | +4.5% | -0.9% | +2.5% |
| 3Y | +19.4% | +59.0% | -39.6% | +6.7% |
| 5Y | +36.4% | +22.0% | +14.4% | +28.4% |
| All | +36.4% | +21.5% | +14.9% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling