+2.9%
IAU vs RIO
+29.3%
-26.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +1.6% |
| 7D | -0.3% | -1.6% | +1.3% | +0.6% |
| 30D | -1.9% | -11.6% | +9.7% | +5.2% |
| 3M | -0.4% | -12.7% | +12.3% | +7.5% |
| 6M | -10.1% | -12.4% | +2.3% | -4.4% |
| YTD | -5.9% | +11.0% | -16.9% | -11.7% |
| 1Y | +2.9% | +30.8% | -27.9% | -7.4% |
| All | +2.9% | +29.3% | -26.4% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling