+1,058.8%
ILMN vs RIO
+2,091.3%
-1,032.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.6% |
| 7D | -2.6% | +4.4% | -7.0% | -3.9% |
| 30D | -20.6% | -8.9% | -11.8% | -18.3% |
| 3M | +17.5% | -12.7% | +30.1% | +22.7% |
| 6M | +55.6% | -16.2% | +71.8% | +64.0% |
| YTD | +68.3% | +13.4% | +54.9% | +60.2% |
| 1Y | +81.1% | +30.9% | +50.2% | +64.7% |
| 3Y | +112.2% | +60.2% | +52.0% | +79.8% |
| 5Y | -42.6% | +98.9% | -141.5% | -55.4% |
| 10Y | +70.5% | +381.4% | -311.0% | -2.3% |
| All | +1,058.8% | +2,091.3% | -1,032.5% | +161.8% |
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