+168.1%
IJR vs RIO
+608.6%
-440.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -2.2% | -3.2% | +1.0% | -0.9% |
| 30D | -4.6% | +0.9% | -5.5% | -5.1% |
| 3M | +0.2% | -1.4% | +1.7% | +0.3% |
| 6M | +14.7% | +10.9% | +3.8% | +8.9% |
| YTD | +18.9% | +31.2% | -12.4% | +4.8% |
| 1Y | +19.9% | +67.9% | -48.0% | -4.7% |
| 3Y | +53.0% | +88.8% | -35.8% | +14.2% |
| 5Y | +40.9% | +93.1% | -52.3% | +0.3% |
| All | +168.1% | +608.6% | -440.6% | +14.3% |
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