+1,135.5%
IJR vs RIO
+2,885.8%
-1,750.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.4% |
| 30D | -3.6% | +4.0% | -7.7% | -4.9% |
| 3M | +2.3% | +4.5% | -2.2% | +0.5% |
| 6M | +14.3% | +17.3% | -3.0% | +7.8% |
| YTD | +19.3% | +36.2% | -16.9% | +6.8% |
| 1Y | +22.6% | +76.1% | -53.5% | +0.9% |
| 3Y | +53.5% | +102.5% | -49.0% | +19.8% |
| 5Y | +39.9% | +103.5% | -63.6% | +6.3% |
| 10Y | +172.1% | +619.2% | -447.1% | +36.2% |
| All | +1,135.5% | +2,885.8% | -1,750.3% | +204.1% |
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