+1,433.6%
RIO vs IAG
+303.8%
+1,129.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | -0.9% | -7.7% | +6.7% | +0.9% |
| 30D | -9.1% | +1.6% | -10.7% | -9.7% |
| 3M | -13.7% | -2.4% | -11.3% | -13.7% |
| 6M | -24.3% | -7.8% | -16.5% | -23.9% |
| YTD | +8.9% | +5.0% | +3.9% | +4.8% |
| 1Y | +22.7% | +25.7% | -3.0% | +13.0% |
| 3Y | +51.2% | +694.5% | -643.3% | -16.4% |
| 5Y | +88.1% | +421.7% | -333.6% | +6.5% |
| 10Y | +352.3% | +382.5% | -30.1% | +114.7% |
| All | +1,433.6% | +303.8% | +1,129.8% | +359.3% |
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