+1,428.5%
IBKR vs RIO
+416.3%
+1,012.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -1.3% | -3.2% | +1.9% | -0.4% |
| 30D | -0.2% | +0.9% | -1.1% | -0.5% |
| 3M | +3.0% | -1.4% | +4.4% | +3.3% |
| 6M | +33.9% | +10.9% | +22.9% | +29.5% |
| YTD | +42.5% | +31.2% | +11.3% | +31.2% |
| 1Y | +44.9% | +67.9% | -23.0% | +23.9% |
| 3Y | +293.0% | +88.8% | +204.2% | +220.3% |
| 5Y | +497.7% | +93.1% | +404.5% | +372.9% |
| 10Y | +1,004.4% | +593.0% | +411.4% | +491.6% |
| All | +1,428.5% | +416.3% | +1,012.2% | +584.8% |
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