-18.7%
IBM vs RIO
+27.0%
-45.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | +10.1% | -9.9% | +20.0% | +10.1% |
| 3M | +4.8% | -14.0% | +18.8% | +5.0% |
| 6M | +12.6% | -19.5% | +32.1% | +16.6% |
| YTD | -13.9% | +11.5% | -25.4% | -16.7% |
| 1Y | -18.7% | +26.9% | -45.6% | -25.1% |
| All | -18.7% | +27.0% | -45.8% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling