+82.1%
IBM vs RIO
+58.5%
+23.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | 0.0% |
| 7D | -2.5% | +4.4% | -7.0% | -3.1% |
| 30D | +8.4% | -8.9% | +17.2% | +9.7% |
| 3M | +4.5% | -12.7% | +17.1% | +6.4% |
| 6M | +7.9% | -16.2% | +24.1% | +11.6% |
| YTD | -15.2% | +13.4% | -28.6% | -18.6% |
| 1Y | -17.6% | +30.9% | -48.5% | -23.8% |
| 3Y | +82.1% | +60.2% | +21.9% | +58.4% |
| All | +82.1% | +58.5% | +23.5% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling