+105.6%
IAU vs RIO
+90.3%
+15.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.3% |
| 30D | -5.4% | -9.1% | +3.7% | -3.1% |
| 3M | -10.9% | -13.7% | +2.8% | -7.4% |
| 6M | -17.4% | -24.3% | +7.0% | -11.5% |
| YTD | -10.2% | +8.9% | -19.1% | -10.9% |
| 1Y | -7.1% | +22.7% | -29.7% | -9.6% |
| 3Y | +97.7% | +51.2% | +46.5% | +84.8% |
| All | +105.6% | +90.3% | +15.3% | +90.5% |
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