+1,045.0%
IJH vs RIO
+2,760.6%
-1,715.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.4% |
| 7D | -2.5% | -3.4% | +0.9% | -1.5% |
| 30D | -5.0% | +0.6% | -5.6% | -5.3% |
| 3M | +0.5% | +2.5% | -2.0% | -0.6% |
| 6M | +8.2% | +10.8% | -2.6% | +4.1% |
| YTD | +12.4% | +30.5% | -18.0% | +2.3% |
| 1Y | +14.4% | +68.1% | -53.8% | -4.2% |
| 3Y | +49.5% | +94.0% | -44.5% | +18.4% |
| 5Y | +47.8% | +92.0% | -44.2% | +14.7% |
| 10Y | +180.4% | +589.0% | -408.6% | +42.8% |
| All | +1,045.0% | +2,760.6% | -1,715.6% | +188.1% |
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