+14.8%
IP vs RIO
+49.3%
-34.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -5.1% | +2.2% | -7.3% | -5.8% |
| 30D | +8.5% | -10.1% | +18.6% | +12.8% |
| 3M | -13.8% | -14.1% | +0.3% | -9.0% |
| 6M | +5.7% | -18.9% | +24.6% | +13.9% |
| YTD | -9.1% | +9.9% | -19.0% | -13.3% |
| 1Y | -0.8% | +27.0% | -27.8% | -10.5% |
| 3Y | +14.8% | +50.1% | -35.3% | -5.2% |
| All | +14.8% | +49.3% | -34.5% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling