+134.5%
IBM vs RIO
+604.6%
-470.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -1.3% |
| 7D | -0.3% | -3.4% | +3.1% | +0.6% |
| 30D | -1.8% | +0.6% | -2.4% | -2.0% |
| 3M | -13.5% | +2.5% | -16.0% | -14.6% |
| 6M | -5.1% | +10.8% | -15.9% | -8.6% |
| YTD | -19.4% | +30.5% | -49.9% | -26.4% |
| 1Y | -6.5% | +68.1% | -74.7% | -21.0% |
| 3Y | +73.8% | +94.0% | -20.2% | +38.4% |
| 5Y | +116.3% | +92.0% | +24.3% | +66.8% |
| All | +134.5% | +604.6% | -470.1% | +25.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling