+699.9%
IYR vs RIO
+2,718.3%
-2,018.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | -2.5% | +5.0% | -7.5% | -4.0% |
| 3M | +1.5% | +5.1% | -3.7% | -0.5% |
| 6M | +3.9% | +17.6% | -13.8% | -1.9% |
| YTD | +9.5% | +36.3% | -26.8% | -1.4% |
| 1Y | +7.5% | +71.2% | -63.7% | -9.9% |
| 3Y | +30.8% | +102.7% | -71.9% | +3.1% |
| 5Y | +4.8% | +99.6% | -94.8% | -19.2% |
| 10Y | +64.3% | +603.1% | -538.8% | -17.8% |
| All | +699.9% | +2,718.3% | -2,018.4% | +163.5% |
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