+938.5%
IGV vs RIO
+1,775.1%
-836.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.3% | -0.9% | +3.3% | +2.6% |
| 30D | -6.0% | -9.1% | +3.1% | -3.4% |
| 3M | -4.8% | -13.7% | +8.9% | -0.8% |
| 6M | +14.2% | -24.3% | +38.6% | +23.3% |
| YTD | -4.2% | +8.9% | -13.1% | -7.9% |
| 1Y | -5.3% | +22.7% | -27.9% | -12.1% |
| 3Y | +38.8% | +51.2% | -12.4% | +19.5% |
| 5Y | +14.2% | +88.1% | -73.9% | -9.8% |
| 10Y | +357.6% | +352.3% | +5.2% | +167.6% |
| All | +938.5% | +1,775.1% | -836.6% | +90.2% |
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