-84.1%
RIVN vs ITW
+28.0%
-112.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.2% |
| 7D | +1.8% | -0.7% | +2.6% | +2.5% |
| 30D | +0.6% | -8.3% | +9.0% | +9.3% |
| 3M | +3.2% | +6.0% | -2.9% | -4.2% |
| 6M | -3.7% | 0.0% | -3.7% | -5.4% |
| YTD | -18.7% | +10.2% | -28.9% | -28.8% |
| 1Y | +14.7% | +3.2% | +11.5% | +7.1% |
| 3Y | -31.5% | +21.0% | -52.5% | -48.3% |
| All | -84.1% | +28.0% | -112.1% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling