+90.0%
RIO vs IBB
+37.5%
+52.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | +2.2% | -1.8% | +4.1% | +3.0% |
| 30D | -10.1% | +5.1% | -15.2% | -12.1% |
| 3M | -14.1% | +10.7% | -24.8% | -18.0% |
| 6M | -18.9% | +22.9% | -41.8% | -26.1% |
| YTD | +9.9% | +26.7% | -16.8% | -1.2% |
| 1Y | +27.0% | +35.1% | -8.1% | +11.1% |
| 3Y | +50.1% | +80.2% | -30.1% | +15.6% |
| All | +90.0% | +37.5% | +52.6% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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