+188.3%
ITW vs RGEN
+415.7%
-227.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | -8.3% | -0.3% | -8.0% | -8.4% |
| 3M | +6.0% | +23.9% | -17.9% | +2.1% |
| 6M | 0.0% | +38.5% | -38.5% | -5.9% |
| YTD | +10.2% | +0.8% | +9.4% | +8.9% |
| 1Y | +3.2% | +38.2% | -35.0% | -3.5% |
| 3Y | +21.0% | +1.3% | +19.7% | +14.7% |
| 5Y | +37.9% | -44.0% | +81.9% | +38.6% |
| All | +188.3% | +415.7% | -227.4% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling