+143.5%
IWM vs RIO
+354.4%
-210.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | +2.3% | -9.1% | +11.4% | +6.2% |
| 3M | -8.3% | -13.7% | +5.4% | -3.0% |
| 6M | -1.3% | -24.3% | +23.0% | +9.6% |
| YTD | +13.5% | +8.9% | +4.6% | +7.9% |
| 1Y | +18.4% | +22.7% | -4.3% | +7.1% |
| 3Y | +69.6% | +51.2% | +18.4% | +38.8% |
| 5Y | +23.3% | +88.1% | -64.8% | -11.3% |
| All | +143.5% | +354.4% | -210.9% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling