+188.3%
ITW vs RIO
+608.6%
-420.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.7% | -3.2% | +2.5% | +0.4% |
| 30D | -8.3% | +0.9% | -9.2% | -8.8% |
| 3M | +6.0% | -1.4% | +7.5% | +6.1% |
| 6M | 0.0% | +10.9% | -11.0% | -4.8% |
| YTD | +10.2% | +31.2% | -21.0% | -1.9% |
| 1Y | +3.2% | +67.9% | -64.7% | -16.7% |
| 3Y | +21.0% | +88.8% | -67.8% | -8.0% |
| 5Y | +37.9% | +93.1% | -55.2% | -0.1% |
| All | +188.3% | +608.6% | -420.4% | +26.8% |
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 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