-12.4%
IP vs RIO
+94.1%
-106.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -5.1% | +2.2% | -7.3% | -5.7% |
| 30D | +8.5% | -10.1% | +18.6% | +12.4% |
| 3M | -13.8% | -14.1% | +0.3% | -9.4% |
| 6M | +5.7% | -18.9% | +24.6% | +13.1% |
| YTD | -9.1% | +9.9% | -19.0% | -12.7% |
| 1Y | -0.8% | +27.0% | -27.8% | -9.3% |
| 3Y | +14.8% | +50.1% | -35.3% | -2.1% |
| All | -12.4% | +94.1% | -106.5% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling