+9,101.3%
ITW vs GEN
+8,838.9%
+262.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | -9.1% | +10.1% | -19.3% | -10.4% |
| 3M | +8.2% | +16.1% | -7.9% | +5.9% |
| 6M | -4.8% | +38.9% | -43.6% | -9.4% |
| YTD | +11.0% | +14.4% | -3.4% | +8.2% |
| 1Y | +4.2% | +5.9% | -1.6% | +2.7% |
| 3Y | +17.3% | +58.8% | -41.5% | +8.8% |
| 5Y | +33.0% | +24.7% | +8.3% | +26.1% |
| 10Y | +182.3% | +163.1% | +19.3% | +135.8% |
| All | +9,101.3% | +8,838.9% | +262.4% | +4,129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling