+2,552.2%
RIO vs IBN
+1,532.9%
+1,019.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | 0.0% | +1.4% | -1.4% | -0.5% |
| 30D | +4.0% | -0.3% | +4.3% | +4.1% |
| 3M | +0.1% | +17.1% | -17.0% | -5.3% |
| 6M | +12.7% | +3.4% | +9.3% | +11.1% |
| YTD | +35.6% | +2.5% | +33.0% | +34.0% |
| 1Y | +73.7% | -4.2% | +77.9% | +75.1% |
| 3Y | +93.3% | +32.4% | +60.9% | +72.0% |
| 5Y | +92.4% | +59.2% | +33.2% | +58.0% |
| 10Y | +606.9% | +345.7% | +261.3% | +272.9% |
| All | +2,552.2% | +1,532.9% | +1,019.3% | +789.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling