+22.9%
ITW vs RNG
+179.4%
-156.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +6.3% | -9.6% | +15.9% | +6.4% |
| 30D | +11.1% | -1.4% | +12.5% | +11.0% |
| 3M | +0.1% | +28.8% | -28.7% | -0.4% |
| 6M | +18.1% | +65.6% | -47.5% | +17.0% |
| YTD | +21.4% | +171.4% | -150.0% | +18.9% |
| 1Y | +22.9% | +185.3% | -162.4% | +17.6% |
| All | +22.9% | +179.4% | -156.5% | +17.6% |
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