+362.3%
ITW vs RNG
+305.9%
+56.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -1.9% | -4.1% | +2.2% | -1.5% |
| 30D | -10.4% | +8.6% | -19.0% | -11.3% |
| 3M | +3.5% | +78.0% | -74.4% | -3.3% |
| 6M | -3.4% | +67.0% | -70.4% | -9.8% |
| YTD | +8.5% | +142.4% | -133.9% | -4.0% |
| 1Y | +3.2% | +120.4% | -117.2% | -7.9% |
| 3Y | +18.9% | +122.1% | -103.2% | +3.6% |
| 5Y | +35.0% | -69.8% | +104.9% | +37.1% |
| 10Y | +188.6% | +223.4% | -34.7% | +98.4% |
| All | +362.3% | +305.9% | +56.4% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling