+7,803.6%
ITW vs RIO
+6,036.1%
+1,767.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | -10.4% | +4.0% | -14.4% | -11.5% |
| 3M | +3.5% | +4.5% | -1.0% | +1.8% |
| 6M | -3.4% | +17.3% | -20.7% | -8.5% |
| YTD | +8.5% | +36.2% | -27.7% | -1.9% |
| 1Y | +3.2% | +76.1% | -72.9% | -13.7% |
| 3Y | +18.9% | +102.5% | -83.6% | -5.5% |
| 5Y | +35.0% | +103.5% | -68.5% | +4.3% |
| 10Y | +188.6% | +619.2% | -430.5% | +51.2% |
| All | +7,803.6% | +6,036.1% | +1,767.5% | +1,847.0% |
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 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