+96.1%
RIO vs IAG
+797.8%
-701.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +1.9% | +4.3% | -2.3% | +1.1% |
| 30D | +5.0% | +9.8% | -4.8% | +3.0% |
| 3M | +5.1% | +28.9% | -23.8% | -0.1% |
| 6M | +17.6% | -7.6% | +25.2% | +17.3% |
| YTD | +36.3% | +22.0% | +14.3% | +30.2% |
| 1Y | +71.2% | +99.5% | -28.3% | +52.9% |
| All | +96.1% | +797.8% | -701.7% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling