+138.7%
IAU vs RIO
+90.3%
+48.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -0.7% |
| 7D | -3.4% | -3.4% | 0.0% | -2.6% |
| 30D | -1.1% | +0.6% | -1.7% | -1.2% |
| 3M | +5.8% | +2.5% | +3.3% | +5.1% |
| 6M | -16.9% | +10.8% | -27.7% | -19.0% |
| YTD | +0.1% | +30.5% | -30.3% | -5.0% |
| 1Y | +18.4% | +68.1% | -49.7% | +7.7% |
| 3Y | +123.6% | +94.0% | +29.5% | +98.1% |
| 5Y | +138.7% | +92.0% | +46.7% | +111.9% |
| All | +138.7% | +90.3% | +48.4% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling