+30.8%
RIO vs IAG
+56.5%
-25.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.2% | -6.6% | +0.5% |
| 7D | -1.6% | +1.1% | -2.7% | -2.1% |
| 30D | -11.6% | -5.3% | -6.3% | -10.5% |
| 3M | -12.7% | +18.0% | -30.8% | -17.7% |
| 6M | -12.4% | +7.1% | -19.5% | -15.3% |
| YTD | +11.0% | +5.9% | +5.1% | +8.3% |
| 1Y | +30.8% | +59.4% | -28.5% | +21.2% |
| All | +30.8% | +56.5% | -25.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling