+1,945.6%
IBM vs RIO
+6,008.3%
-4,062.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.3% | +4.0% | -3.7% | -0.6% |
| 3M | -21.6% | +0.1% | -21.7% | -22.0% |
| 6M | -4.7% | +12.7% | -17.4% | -7.8% |
| YTD | -19.1% | +35.6% | -54.6% | -25.0% |
| 1Y | -2.5% | +73.7% | -76.2% | -14.4% |
| 3Y | +74.2% | +93.3% | -19.2% | +48.1% |
| 5Y | +113.1% | +92.4% | +20.7% | +77.8% |
| 10Y | +133.5% | +606.9% | -473.4% | +45.5% |
| All | +1,945.6% | +6,008.3% | -4,062.7% | +587.7% |
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