+2,043.3%
IBM vs RIO
+5,009.8%
-2,966.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | -2.5% | +4.4% | -7.0% | -3.4% |
| 30D | +8.4% | -8.9% | +17.2% | +10.4% |
| 3M | +4.5% | -12.7% | +17.1% | +7.3% |
| 6M | +7.9% | -16.2% | +24.1% | +11.2% |
| YTD | -15.2% | +13.4% | -28.6% | -18.5% |
| 1Y | -17.6% | +30.9% | -48.5% | -23.2% |
| 3Y | +82.1% | +60.2% | +21.9% | +61.0% |
| 5Y | +143.3% | +98.9% | +44.4% | +101.1% |
| 10Y | +149.9% | +381.4% | -231.5% | +68.4% |
| All | +2,043.3% | +5,009.8% | -2,966.6% | +647.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling