+19.6%
ITW vs RGEN
+1.9%
+17.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | -9.5% | -0.1% | -9.5% | -9.6% |
| 3M | +6.6% | +25.9% | -19.3% | +3.2% |
| 6M | -1.8% | +35.2% | -37.0% | -6.2% |
| YTD | +9.0% | +0.5% | +8.5% | +8.1% |
| 1Y | +3.6% | +37.0% | -33.4% | -1.9% |
| All | +19.6% | +1.9% | +17.8% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling