-84.1%
RIVN vs ITW
+26.0%
-110.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.7% |
| 7D | +2.5% | -1.9% | +4.4% | +4.4% |
| 30D | -2.3% | -10.4% | +8.0% | +8.4% |
| 3M | +1.7% | +3.5% | -1.8% | -3.1% |
| 6M | +0.9% | -3.4% | +4.2% | +2.5% |
| YTD | -18.8% | +8.5% | -27.3% | -27.9% |
| 1Y | +14.8% | +3.2% | +11.6% | +6.9% |
| 3Y | -30.7% | +18.9% | -49.6% | -46.7% |
| All | -84.1% | +26.0% | -110.1% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling