+313.7%
IVV vs RIO
+600.2%
-286.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | +0.5% | +1.9% | -1.4% | -0.1% |
| 30D | -1.0% | +5.0% | -5.9% | -2.6% |
| 3M | +3.9% | +5.1% | -1.3% | +1.9% |
| 6M | +14.5% | +17.6% | -3.1% | +7.8% |
| YTD | +12.9% | +36.3% | -23.4% | +0.8% |
| 1Y | +19.4% | +71.2% | -51.8% | -1.4% |
| 3Y | +78.8% | +102.7% | -23.9% | +37.4% |
| 5Y | +82.2% | +99.6% | -17.4% | +36.5% |
| 10Y | +313.7% | +603.1% | -289.5% | +103.5% |
| All | +313.7% | +600.2% | -286.6% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling