+212.3%
IEFA vs RIO
+422.8%
-210.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.5% | +1.0% | -1.4% | -0.8% |
| 30D | -1.1% | +4.0% | -5.1% | -2.5% |
| 3M | +5.1% | +4.5% | +0.5% | +3.3% |
| 6M | +9.3% | +17.3% | -8.0% | +3.1% |
| YTD | +13.0% | +36.2% | -23.2% | +1.1% |
| 1Y | +19.2% | +76.1% | -57.0% | -2.3% |
| 3Y | +67.0% | +102.5% | -35.5% | +29.3% |
| 5Y | +51.1% | +103.5% | -52.4% | +14.0% |
| 10Y | +146.5% | +619.2% | -472.7% | +22.6% |
| All | +212.3% | +422.8% | -210.5% | +61.5% |
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