-19.1%
IP vs RIO
+73.7%
-92.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -5.3% | 0.0% | -5.2% | -5.2% |
| 30D | -10.9% | +4.0% | -14.8% | -12.2% |
| 3M | +11.2% | +0.1% | +11.0% | +10.9% |
| 6M | -10.2% | +12.7% | -22.9% | -14.7% |
| YTD | -2.0% | +35.6% | -37.5% | -13.3% |
| 1Y | -19.1% | +73.7% | -92.8% | -32.0% |
| All | -19.1% | +73.7% | -92.8% | -32.0% |
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