+1,746.6%
RIO vs IBB
+577.3%
+1,169.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.5% |
| 7D | +3.6% | +0.8% | +2.8% | +3.1% |
| 30D | -10.8% | +5.2% | -16.0% | -13.6% |
| 3M | -15.2% | +8.6% | -23.8% | -19.6% |
| 6M | -18.0% | +27.8% | -45.8% | -29.7% |
| YTD | +11.0% | +28.8% | -17.8% | -5.3% |
| 1Y | +26.4% | +36.4% | -10.1% | +4.1% |
| 3Y | +54.4% | +89.3% | -35.0% | +2.8% |
| 5Y | +98.1% | +43.3% | +54.8% | +51.8% |
| 10Y | +358.5% | +130.6% | +227.9% | +148.9% |
| All | +1,746.6% | +577.3% | +1,169.3% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling