+356.3%
IGV vs RIO
+604.6%
-248.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.7% |
| 7D | -5.4% | -3.4% | -2.0% | -4.4% |
| 30D | -2.6% | +0.6% | -3.2% | -3.0% |
| 3M | +10.5% | +2.5% | +8.0% | +9.2% |
| 6M | +18.2% | +10.8% | +7.4% | +13.3% |
| YTD | -4.2% | +30.5% | -34.7% | -13.4% |
| 1Y | -9.8% | +68.1% | -78.0% | -25.2% |
| 3Y | +39.1% | +94.0% | -54.9% | +8.3% |
| 5Y | +21.2% | +92.0% | -70.8% | -7.8% |
| All | +356.3% | +604.6% | -248.3% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling