+75.4%
IVV vs RIO
+49.3%
+26.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -2.7% | +2.2% | -4.9% | -3.3% |
| 30D | -5.4% | -10.1% | +4.8% | -2.8% |
| 3M | -4.1% | -14.1% | +10.1% | -0.4% |
| 6M | +0.7% | -18.9% | +19.6% | +5.9% |
| YTD | +8.7% | +9.9% | -1.2% | +4.5% |
| 1Y | +11.0% | +27.0% | -16.0% | +2.2% |
| 3Y | +75.4% | +50.1% | +25.3% | +50.4% |
| All | +75.4% | +49.3% | +26.1% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling