+37.6%
ITW vs RJF
+104.0%
-66.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.7% | -2.7% | +2.0% | +0.3% |
| 30D | -8.3% | -4.3% | -4.1% | -6.9% |
| 3M | +6.0% | +15.7% | -9.7% | +0.1% |
| 6M | 0.0% | +17.8% | -17.8% | -6.4% |
| YTD | +10.2% | +9.2% | +1.1% | +5.7% |
| 1Y | +3.2% | +2.8% | +0.4% | +1.1% |
| 3Y | +21.0% | +69.5% | -48.5% | -4.6% |
| All | +37.6% | +104.0% | -66.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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