+219.7%
IAU vs RIO
+608.6%
-389.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -2.0% | -3.2% | +1.2% | -1.5% |
| 30D | -1.5% | +0.9% | -2.5% | -1.7% |
| 3M | +3.3% | -1.4% | +4.7% | +3.4% |
| 6M | -16.2% | +10.9% | -27.2% | -17.5% |
| YTD | +0.7% | +31.2% | -30.6% | -2.7% |
| 1Y | +19.2% | +67.9% | -48.7% | +12.2% |
| 3Y | +124.4% | +88.8% | +35.6% | +108.1% |
| 5Y | +140.0% | +93.1% | +46.9% | +120.2% |
| All | +219.7% | +608.6% | -389.0% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling