+56.0%
IWF vs RIO
+90.3%
-34.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | -7.5% | -9.1% | +1.5% | -5.0% |
| 3M | -8.5% | -13.7% | +5.2% | -4.6% |
| 6M | -7.4% | -24.3% | +16.9% | 0.0% |
| YTD | -2.6% | +8.9% | -11.5% | -6.0% |
| 1Y | -1.8% | +22.7% | -24.5% | -8.6% |
| 3Y | +65.5% | +51.2% | +14.3% | +42.6% |
| All | +56.0% | +90.3% | -34.3% | +25.6% |
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