+808.3%
IWM vs RIO
+2,872.3%
-2,064.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.3% | +4.0% | -5.2% | -2.6% |
| 3M | +1.6% | +0.1% | +1.5% | +1.2% |
| 6M | +13.6% | +12.7% | +0.8% | +8.5% |
| YTD | +20.8% | +35.6% | -14.8% | +8.1% |
| 1Y | +26.4% | +73.7% | -47.3% | +4.1% |
| 3Y | +60.7% | +93.3% | -32.6% | +26.5% |
| 5Y | +38.2% | +92.4% | -54.2% | +6.2% |
| 10Y | +169.5% | +606.9% | -437.5% | +32.0% |
| All | +808.3% | +2,872.3% | -2,064.0% | +117.5% |
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