-9.7%
IP vs RIO
+98.5%
-108.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.8% |
| 7D | -3.0% | +4.4% | -7.5% | -4.4% |
| 30D | +10.6% | -8.9% | +19.5% | +14.0% |
| 3M | -13.6% | -12.7% | -0.9% | -9.7% |
| 6M | +10.4% | -16.2% | +26.6% | +16.8% |
| YTD | -6.5% | +13.4% | -19.9% | -11.2% |
| 1Y | -2.1% | +30.9% | -33.0% | -11.4% |
| 3Y | +22.0% | +60.2% | -38.2% | +1.8% |
| 5Y | -9.7% | +98.9% | -108.6% | -29.7% |
| All | -9.7% | +98.5% | -108.2% | -29.7% |
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 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