+14.7%
RIVN vs ITW
+4.8%
+9.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +1.8% | -0.7% | +2.6% | +2.0% |
| 30D | +0.6% | -8.3% | +9.0% | +2.7% |
| 3M | +3.2% | +6.0% | -2.9% | +0.6% |
| 6M | -3.7% | 0.0% | -3.7% | -5.2% |
| YTD | -18.7% | +10.2% | -28.9% | -19.5% |
| 1Y | +14.7% | +3.2% | +11.5% | +11.6% |
| All | +14.7% | +4.8% | +9.9% | +11.6% |
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