+70.5%
ILMN vs RIO
+392.9%
-322.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.3% |
| 7D | -2.6% | +4.4% | -7.0% | -4.3% |
| 30D | -20.6% | -8.9% | -11.8% | -17.7% |
| 3M | +17.5% | -12.7% | +30.1% | +24.0% |
| 6M | +55.6% | -16.2% | +71.8% | +65.9% |
| YTD | +68.3% | +13.4% | +54.9% | +57.8% |
| 1Y | +81.1% | +30.9% | +50.2% | +60.2% |
| 3Y | +112.2% | +60.2% | +52.0% | +71.3% |
| 5Y | -42.6% | +98.9% | -141.5% | -58.7% |
| 10Y | +70.5% | +381.4% | -311.0% | -15.6% |
| All | +70.5% | +392.9% | -322.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling