+140.5%
IBM vs RIO
+635.4%
-495.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +3.6% | +1.0% | +2.6% | +3.3% |
| 30D | +1.5% | +4.0% | -2.5% | +0.4% |
| 3M | -12.9% | +4.5% | -17.4% | -14.4% |
| 6M | -3.9% | +17.3% | -21.2% | -8.9% |
| YTD | -17.3% | +36.2% | -53.5% | -25.4% |
| 1Y | -5.0% | +76.1% | -81.1% | -20.8% |
| 3Y | +78.2% | +102.5% | -24.3% | +40.3% |
| 5Y | +120.6% | +103.5% | +17.1% | +67.2% |
| All | +140.5% | +635.4% | -495.0% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling