+379.1%
IP vs RIO
+4,901.6%
-4,522.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.1% |
| 7D | +3.4% | -1.6% | +5.0% | +3.9% |
| 30D | +11.2% | -11.6% | +22.8% | +16.3% |
| 3M | -14.8% | -12.7% | -2.1% | -10.5% |
| 6M | +17.3% | -12.4% | +29.7% | +22.7% |
| YTD | -6.2% | +11.0% | -17.2% | -10.9% |
| 1Y | +2.3% | +30.8% | -28.5% | -8.7% |
| 3Y | +17.7% | +52.4% | -34.8% | -2.3% |
| 5Y | -8.4% | +96.4% | -104.9% | -33.1% |
| 10Y | +32.1% | +431.1% | -399.0% | -35.7% |
| All | +379.1% | +4,901.6% | -4,522.5% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling