+770.9%
IWM vs RIO
+2,345.6%
-1,574.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +1.9% | -9.9% | +11.8% | +5.4% |
| 3M | -5.7% | -14.0% | +8.3% | -1.1% |
| 6M | -0.3% | -19.5% | +19.2% | +6.6% |
| YTD | +15.8% | +11.5% | +4.2% | +10.5% |
| 1Y | +17.1% | +26.9% | -9.9% | +7.0% |
| 3Y | +73.1% | +55.1% | +17.9% | +46.5% |
| 5Y | +25.9% | +90.7% | -64.8% | -2.8% |
| 10Y | +151.9% | +363.3% | -211.4% | +41.5% |
| All | +770.9% | +2,345.6% | -1,574.7% | +122.2% |
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