+312.0%
IVV vs RIO
+356.2%
-44.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -2.7% | -10.5% | +7.9% | +0.8% |
| 3M | -1.7% | -15.9% | +14.2% | +3.7% |
| 6M | +3.2% | -22.3% | +25.4% | +11.3% |
| YTD | +12.0% | +9.3% | +2.7% | +7.2% |
| 1Y | +12.1% | +23.0% | -10.9% | +3.1% |
| 3Y | +78.6% | +52.1% | +26.6% | +50.5% |
| 5Y | +73.8% | +88.9% | -15.0% | +31.4% |
| All | +312.0% | +356.2% | -44.2% | +134.3% |
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