+27.6%
ILMN vs RIO
+600.2%
-572.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | +1.9% | +1.9% | 0.0% | +1.1% |
| 30D | +12.3% | +5.0% | +7.3% | +10.3% |
| 3M | +33.5% | +5.1% | +28.4% | +30.7% |
| 6M | +69.4% | +17.6% | +51.7% | +57.8% |
| YTD | +60.9% | +36.3% | +24.6% | +40.3% |
| 1Y | +115.0% | +71.2% | +43.8% | +70.7% |
| 3Y | +37.0% | +102.7% | -65.7% | +0.6% |
| 5Y | -53.1% | +99.6% | -152.7% | -66.4% |
| 10Y | +27.6% | +603.1% | -575.5% | -49.0% |
| All | +27.6% | +600.2% | -572.6% | -49.0% |
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