+1,809.3%
RIO vs IAG
+377.5%
+1,431.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.9% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +4.0% | +28.9% | -24.9% | -2.4% |
| 3M | +0.1% | +19.1% | -19.0% | -4.6% |
| 6M | +12.7% | -10.3% | +23.0% | +14.1% |
| YTD | +35.6% | +24.2% | +11.4% | +26.0% |
| 1Y | +73.7% | +116.5% | -42.8% | +40.7% |
| 3Y | +93.3% | +742.8% | -649.5% | +5.5% |
| 5Y | +92.4% | +753.3% | -660.9% | -3.3% |
| 10Y | +606.9% | +403.2% | +203.8% | +229.8% |
| All | +1,809.3% | +377.5% | +1,431.8% | +452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling