+155.4%
IWM vs RIO
+353.3%
-197.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.2% |
| 7D | +0.3% | +3.6% | -3.3% | -1.1% |
| 30D | +0.6% | -10.8% | +11.4% | +5.2% |
| 3M | -6.2% | -15.2% | +9.0% | -0.1% |
| 6M | -0.8% | -18.0% | +17.2% | +6.7% |
| YTD | +14.8% | +11.0% | +3.8% | +8.3% |
| 1Y | +16.1% | +26.4% | -10.2% | +3.8% |
| 3Y | +71.5% | +54.4% | +17.2% | +39.2% |
| 5Y | +25.8% | +98.1% | -72.3% | -11.5% |
| 10Y | +155.4% | +358.5% | -203.1% | +30.0% |
| All | +155.4% | +353.3% | -197.9% | +30.0% |
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