+13.8%
IP vs RIO
+48.3%
-34.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.3% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | +6.5% | -13.3% | +19.8% | +12.2% |
| 3M | -18.0% | -16.3% | -1.8% | -12.6% |
| 6M | +10.3% | -15.4% | +25.8% | +17.0% |
| YTD | -9.9% | +9.2% | -19.0% | -13.8% |
| 1Y | -1.1% | +26.5% | -27.6% | -10.6% |
| All | +13.8% | +48.3% | -34.5% | -5.7% |
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 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