+309.6%
IVV vs RIO
+392.9%
-83.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.3% |
| 7D | +0.1% | +4.4% | -4.3% | -1.3% |
| 30D | -3.3% | -8.9% | +5.5% | -0.4% |
| 3M | -2.4% | -12.7% | +10.3% | +1.7% |
| 6M | +2.6% | -16.2% | +18.8% | +8.0% |
| YTD | +11.3% | +13.4% | -2.1% | +5.3% |
| 1Y | +13.4% | +30.9% | -17.5% | +2.2% |
| 3Y | +80.3% | +60.2% | +20.1% | +49.4% |
| 5Y | +72.7% | +98.9% | -26.2% | +28.2% |
| 10Y | +309.6% | +381.4% | -71.8% | +129.5% |
| All | +309.6% | +392.9% | -83.3% | +129.5% |
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