+22.9%
ITW vs RIO
+29.3%
-6.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +1.8% |
| 7D | +6.3% | -1.6% | +7.9% | +6.5% |
| 30D | +11.1% | -11.6% | +22.7% | +13.3% |
| 3M | +0.1% | -12.7% | +12.8% | +2.1% |
| 6M | +18.1% | -12.4% | +30.5% | +19.7% |
| YTD | +21.4% | +11.0% | +10.4% | +14.7% |
| 1Y | +22.9% | +30.8% | -8.0% | +9.1% |
| All | +22.9% | +29.3% | -6.5% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling