+21.0%
ITW vs RNG
+119.8%
-98.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.7% | -6.1% | +5.4% | -0.1% |
| 30D | -8.3% | +9.6% | -17.9% | -9.2% |
| 3M | +6.0% | +83.3% | -77.3% | -0.5% |
| 6M | 0.0% | +77.9% | -78.0% | -6.7% |
| YTD | +10.2% | +139.9% | -129.7% | -2.3% |
| 1Y | +3.2% | +121.7% | -118.4% | -7.7% |
| 3Y | +21.0% | +121.9% | -100.9% | +4.6% |
| All | +21.0% | +119.8% | -98.8% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling