+4.2%
ITW vs RNG
+144.7%
-140.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.5% |
| 7D | -3.6% | +5.8% | -9.3% | -3.7% |
| 30D | -9.1% | +19.6% | -28.8% | -9.5% |
| 3M | +8.2% | +67.0% | -58.8% | +7.1% |
| 6M | -4.8% | +88.4% | -93.1% | -6.0% |
| YTD | +11.0% | +155.5% | -144.5% | +8.3% |
| 1Y | +4.2% | +141.7% | -137.4% | +1.1% |
| All | +4.2% | +144.7% | -140.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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