+236.7%
INTU vs RIO
+354.4%
-117.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +10.1% | -9.1% | +19.2% | +12.9% |
| 3M | -4.2% | -13.7% | +9.5% | -0.5% |
| 6M | -7.2% | -24.3% | +17.1% | -0.4% |
| YTD | -47.7% | +8.9% | -56.6% | -51.1% |
| 1Y | -46.7% | +22.7% | -69.4% | -52.2% |
| 3Y | -34.1% | +51.2% | -85.2% | -46.2% |
| 5Y | -43.3% | +88.1% | -131.4% | -58.6% |
| All | +236.7% | +354.4% | -117.7% | +84.3% |
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