+973.2%
IGV vs RIO
+2,234.4%
-1,261.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +3.2% | +4.0% | -0.7% | +1.9% |
| 3M | +4.5% | +0.1% | +4.4% | +4.2% |
| 6M | +22.1% | +12.7% | +9.4% | +16.9% |
| YTD | -1.0% | +35.6% | -36.6% | -10.7% |
| 1Y | -2.1% | +73.7% | -75.8% | -18.0% |
| 3Y | +44.6% | +93.3% | -48.7% | +15.9% |
| 5Y | +22.2% | +92.4% | -70.3% | -4.2% |
| 10Y | +364.7% | +606.9% | -242.2% | +138.4% |
| All | +973.2% | +2,234.4% | -1,261.2% | +84.5% |
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