+83.6%
IYR vs RIO
+354.4%
-270.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +6.6% | -9.1% | +15.7% | +9.2% |
| 3M | -1.8% | -13.7% | +11.9% | +1.9% |
| 6M | +1.4% | -24.3% | +25.8% | +8.7% |
| YTD | +10.5% | +8.9% | +1.6% | +6.2% |
| 1Y | +10.6% | +22.7% | -12.0% | +2.6% |
| 3Y | +41.8% | +51.2% | -9.4% | +22.2% |
| 5Y | +6.0% | +88.1% | -82.1% | -16.4% |
| All | +83.6% | +354.4% | -270.9% | +12.9% |
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