+345.8%
RIO vs IBN
+385.6%
-39.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.9% | +1.9% | -2.8% | -1.5% |
| 30D | -9.1% | +22.1% | -31.2% | -14.5% |
| 3M | -13.7% | +17.1% | -30.8% | -17.8% |
| 6M | -24.3% | +35.5% | -59.9% | -31.2% |
| YTD | +8.9% | +16.8% | -7.9% | +3.4% |
| 1Y | +22.7% | +12.4% | +10.3% | +17.8% |
| 3Y | +51.2% | +58.0% | -6.9% | +29.0% |
| 5Y | +88.1% | +73.7% | +14.4% | +54.1% |
| All | +345.8% | +385.6% | -39.7% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling