+26.5%
IP vs RIO
+408.2%
-381.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -5.1% | +2.2% | -7.3% | -5.9% |
| 30D | +8.5% | -10.1% | +18.6% | +13.4% |
| 3M | -13.8% | -14.1% | +0.3% | -8.3% |
| 6M | +5.7% | -18.9% | +24.6% | +15.1% |
| YTD | -9.1% | +9.9% | -19.0% | -14.1% |
| 1Y | -0.8% | +27.0% | -27.8% | -12.1% |
| 3Y | +14.8% | +50.1% | -35.3% | -7.2% |
| 5Y | -11.5% | +95.3% | -106.8% | -39.8% |
| All | +26.5% | +408.2% | -381.7% | -41.3% |
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