+14.9%
RIVN vs ITW
+5.8%
+9.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | -3.6% | +1.5% | -1.2% |
| 30D | +1.2% | -9.1% | +10.3% | +3.5% |
| 3M | -13.1% | +8.2% | -21.4% | -15.8% |
| 6M | +5.5% | -4.8% | +10.3% | +4.5% |
| YTD | -20.1% | +11.0% | -31.2% | -21.2% |
| 1Y | +14.9% | +4.2% | +10.6% | +12.7% |
| All | +14.9% | +5.8% | +9.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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