+753.6%
IAU vs RIO
+863.0%
-109.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | -5.4% | -9.1% | +3.7% | -4.4% |
| 3M | -10.9% | -13.7% | +2.8% | -9.3% |
| 6M | -17.4% | -24.3% | +7.0% | -14.7% |
| YTD | -10.2% | +8.9% | -19.1% | -10.9% |
| 1Y | -7.1% | +22.7% | -29.7% | -8.9% |
| 3Y | +97.7% | +51.2% | +46.5% | +89.0% |
| 5Y | +105.3% | +88.1% | +17.2% | +90.4% |
| 10Y | +208.0% | +352.3% | -144.3% | +155.8% |
| All | +753.6% | +863.0% | -109.4% | +394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling