+147.3%
IBM vs RIO
+354.4%
-207.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +9.2% | -9.1% | +18.3% | +11.9% |
| 3M | +4.9% | -13.7% | +18.6% | +8.9% |
| 6M | +16.8% | -24.3% | +41.1% | +25.3% |
| YTD | -14.3% | +8.9% | -23.2% | -18.1% |
| 1Y | -16.7% | +22.7% | -39.4% | -23.3% |
| 3Y | +82.2% | +51.2% | +31.1% | +55.2% |
| 5Y | +149.9% | +88.1% | +61.8% | +89.9% |
| All | +147.3% | +354.4% | -207.2% | +46.6% |
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