+10.6%
IOT vs RIO
+29.3%
-18.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +4.4% |
| 7D | -0.5% | -1.6% | +1.1% | -0.7% |
| 30D | +1.0% | -11.6% | +12.6% | -0.2% |
| 3M | +10.9% | -12.7% | +23.6% | +9.5% |
| 6M | +39.9% | -12.4% | +52.3% | +38.0% |
| YTD | +20.8% | +11.0% | +9.8% | +12.9% |
| 1Y | +10.6% | +30.8% | -20.3% | -11.7% |
| All | +10.6% | +29.3% | -18.8% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling