+38.8%
IGV vs RIO
+51.7%
-12.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.3% | -0.9% | +3.3% | +2.6% |
| 30D | -6.0% | -9.1% | +3.1% | -4.0% |
| 3M | -4.8% | -13.7% | +8.9% | -1.8% |
| 6M | +14.2% | -24.3% | +38.6% | +21.4% |
| YTD | -4.2% | +8.9% | -13.1% | -8.3% |
| 1Y | -5.3% | +22.7% | -27.9% | -12.6% |
| 3Y | +38.8% | +51.2% | -12.4% | +16.6% |
| All | +38.8% | +51.7% | -12.9% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling