+100.4%
RIO vs IAG
+817.0%
-716.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +1.0% | +1.7% | -0.7% | +0.6% |
| 30D | +4.0% | +11.4% | -7.4% | +1.7% |
| 3M | +4.5% | +33.0% | -28.5% | -1.6% |
| 6M | +17.3% | -6.0% | +23.3% | +17.1% |
| YTD | +36.2% | +24.6% | +11.6% | +28.7% |
| 1Y | +76.1% | +105.0% | -28.8% | +52.1% |
| 3Y | +102.5% | +837.9% | -735.4% | +25.5% |
| All | +100.4% | +817.0% | -716.5% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling