+129.6%
IEF vs RIO
+2,229.0%
-2,099.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.1% | +1.9% | -1.9% | +0.1% |
| 30D | -0.7% | +5.0% | -5.7% | -0.5% |
| 3M | -0.4% | +5.1% | -5.6% | -0.2% |
| 6M | -2.5% | +17.6% | -20.1% | -1.8% |
| YTD | -1.6% | +36.3% | -37.9% | -0.2% |
| 1Y | -1.3% | +71.2% | -72.5% | +1.1% |
| 3Y | +10.1% | +102.7% | -92.6% | +13.8% |
| 5Y | -8.3% | +99.6% | -107.9% | -4.8% |
| 10Y | +4.5% | +603.1% | -598.6% | +16.2% |
| All | +129.6% | +2,229.0% | -2,099.4% | +196.0% |
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