+18.9%
IWM vs RIO
+29.3%
-10.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.4% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | +0.2% | -11.6% | +11.8% | +4.0% |
| 3M | -5.6% | -12.7% | +7.1% | -1.8% |
| 6M | +2.7% | -12.4% | +15.1% | +6.3% |
| YTD | +16.2% | +11.0% | +5.2% | +9.6% |
| 1Y | +18.9% | +30.8% | -11.9% | -1.8% |
| All | +18.9% | +29.3% | -10.4% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling