+724.9%
IWF vs RIO
+2,888.4%
-2,163.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +1.5% | +1.9% | -0.4% | +1.0% |
| 30D | -1.3% | +5.0% | -6.2% | -2.7% |
| 3M | +0.1% | +5.1% | -5.0% | -1.5% |
| 6M | +10.3% | +17.6% | -7.4% | +5.0% |
| YTD | +4.2% | +36.3% | -32.1% | -5.1% |
| 1Y | +9.3% | +71.2% | -61.9% | -6.5% |
| 3Y | +79.3% | +102.7% | -23.4% | +45.0% |
| 5Y | +73.8% | +99.6% | -25.8% | +38.0% |
| 10Y | +410.9% | +603.1% | -192.2% | +180.1% |
| All | +724.9% | +2,888.4% | -2,163.5% | +115.7% |
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