+56.5%
IOT vs RIO
+128.3%
-71.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +5.1% | +1.0% | +4.1% | +4.7% |
| 30D | -3.0% | +4.0% | -7.1% | -4.7% |
| 3M | +15.0% | +4.5% | +10.4% | +12.4% |
| 6M | +13.1% | +17.3% | -4.2% | +3.6% |
| YTD | +9.0% | +36.2% | -27.2% | -7.9% |
| 1Y | +0.1% | +76.1% | -76.0% | -25.8% |
| 3Y | +26.4% | +102.5% | -76.1% | -14.1% |
| All | +56.5% | +128.3% | -71.8% | -0.7% |
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 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