+46.8%
IR vs RIO
+98.5%
-51.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.2% | +1.5% | +3.4% |
| 7D | +5.0% | +4.4% | +0.6% | +3.2% |
| 30D | +10.3% | -8.9% | +19.2% | +14.5% |
| 3M | -0.1% | -12.7% | +12.6% | +5.3% |
| 6M | +14.8% | -16.2% | +31.0% | +22.4% |
| YTD | +9.7% | +13.4% | -3.7% | +2.5% |
| 1Y | +12.2% | +30.9% | -18.7% | -1.3% |
| 3Y | +30.0% | +60.2% | -30.2% | +3.3% |
| 5Y | +46.8% | +98.9% | -52.1% | +7.5% |
| All | +46.8% | +98.5% | -51.7% | +7.5% |
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