+8,892.5%
ITW vs RJF
+49,058.3%
-40,165.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -10.4% | -2.0% | -8.3% | -9.8% |
| 3M | +3.5% | +16.3% | -12.8% | -1.6% |
| 6M | -3.4% | +16.9% | -20.3% | -8.4% |
| YTD | +8.5% | +10.4% | -1.9% | +4.4% |
| 1Y | +3.2% | +7.4% | -4.2% | 0.0% |
| 3Y | +18.9% | +72.2% | -53.3% | -2.2% |
| 5Y | +35.0% | +105.1% | -70.1% | +3.4% |
| 10Y | +188.6% | +430.9% | -242.3% | +60.8% |
| All | +8,892.5% | +49,058.3% | -40,165.8% | +1,553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling