+776.1%
IVV vs RIO
+2,487.5%
-1,711.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | +4.0% | -3.9% | -1.1% |
| 3M | +2.0% | +0.1% | +1.9% | +1.7% |
| 6M | +13.0% | +12.7% | +0.3% | +8.7% |
| YTD | +13.6% | +35.6% | -22.0% | +3.5% |
| 1Y | +20.1% | +73.7% | -53.6% | +2.0% |
| 3Y | +77.6% | +93.3% | -15.7% | +44.8% |
| 5Y | +82.5% | +92.4% | -10.0% | +45.6% |
| 10Y | +316.5% | +606.9% | -290.4% | +125.8% |
| All | +776.1% | +2,487.5% | -1,711.4% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling