+6.1%
IYR vs RIO
+90.3%
-84.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | 0.0% |
| 7D | -2.8% | -3.4% | +0.5% | -2.1% |
| 30D | -2.5% | +0.6% | -3.1% | -2.7% |
| 3M | -3.0% | +2.5% | -5.5% | -3.7% |
| 6M | +1.6% | +10.8% | -9.2% | -1.4% |
| YTD | +7.3% | +30.5% | -23.2% | -0.4% |
| 1Y | +5.6% | +68.1% | -62.5% | -8.3% |
| 3Y | +28.1% | +94.0% | -65.9% | +6.2% |
| 5Y | +6.1% | +92.0% | -85.9% | -14.1% |
| All | +6.1% | +90.3% | -84.2% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling