+22.9%
ITW vs RGEN
+19.5%
+3.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.3% | -3.5% | +9.8% | +6.6% |
| 30D | +11.1% | -6.0% | +17.0% | +11.5% |
| 3M | +0.1% | +19.0% | -18.9% | -1.9% |
| 6M | +18.1% | +50.7% | -32.7% | +13.0% |
| YTD | +21.4% | +8.8% | +12.7% | +19.8% |
| 1Y | +22.9% | +21.3% | +1.6% | +19.2% |
| All | +22.9% | +19.5% | +3.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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