+73.4%
IWF vs RIO
+90.3%
-16.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.3% |
| 7D | -1.7% | -3.4% | +1.6% | -0.8% |
| 30D | -1.8% | +0.6% | -2.4% | -2.1% |
| 3M | +1.5% | +2.5% | -1.1% | +0.5% |
| 6M | +7.7% | +10.8% | -3.1% | +4.0% |
| YTD | +2.7% | +30.5% | -27.8% | -5.6% |
| 1Y | +6.8% | +68.1% | -61.4% | -9.0% |
| 3Y | +76.9% | +94.0% | -17.2% | +42.8% |
| 5Y | +73.4% | +92.0% | -18.6% | +40.9% |
| All | +73.4% | +90.3% | -16.9% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling