+103.5%
RIO vs IBN
+54.0%
+49.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +1.0% | -5.1% | +6.1% | +2.4% |
| 30D | +4.0% | -3.5% | +7.6% | +5.0% |
| 3M | +4.5% | +11.3% | -6.8% | +1.3% |
| 6M | +17.3% | +4.4% | +12.9% | +15.6% |
| YTD | +36.2% | -1.8% | +38.0% | +36.3% |
| 1Y | +76.1% | -8.0% | +84.1% | +78.9% |
| 3Y | +102.5% | +27.1% | +75.5% | +85.8% |
| 5Y | +103.5% | +54.5% | +49.0% | +72.5% |
| All | +103.5% | +54.0% | +49.5% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling