+1,045.4%
ILMN vs RIO
+2,519.4%
-1,474.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +9.2% | +4.0% | +5.2% | +7.9% |
| 3M | +29.8% | +0.1% | +29.7% | +29.6% |
| 6M | +69.2% | +12.7% | +56.5% | +62.1% |
| YTD | +66.4% | +35.6% | +30.8% | +49.7% |
| 1Y | +123.4% | +73.7% | +49.7% | +85.6% |
| 3Y | +33.2% | +93.3% | -60.1% | +6.2% |
| 5Y | -52.0% | +92.4% | -144.4% | -62.4% |
| 10Y | +33.6% | +606.9% | -573.3% | -31.9% |
| All | +1,045.4% | +2,519.4% | -1,474.1% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling