+741.9%
IWM vs RIO
+2,309.9%
-1,568.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -2.0% | +2.2% | -4.3% | -2.7% |
| 30D | -1.5% | -10.1% | +8.7% | +2.0% |
| 3M | -8.0% | -14.1% | +6.1% | -3.5% |
| 6M | -4.1% | -18.9% | +14.8% | +2.2% |
| YTD | +11.9% | +9.9% | +2.0% | +7.3% |
| 1Y | +15.0% | +27.0% | -12.0% | +5.0% |
| 3Y | +64.2% | +50.1% | +14.1% | +40.5% |
| 5Y | +20.4% | +95.3% | -74.9% | -7.8% |
| 10Y | +168.0% | +425.9% | -257.9% | +44.6% |
| All | +741.9% | +2,309.9% | -1,568.0% | +115.9% |
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 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