+88.8%
RIO vs IFF
+29.0%
+59.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -3.2% | -3.2% | 0.0% | -2.3% |
| 30D | +0.9% | -0.3% | +1.2% | +1.0% |
| 3M | -1.4% | +8.4% | -9.9% | -4.1% |
| 6M | +10.9% | +23.0% | -12.1% | +3.6% |
| YTD | +31.2% | +25.5% | +5.8% | +21.2% |
| 1Y | +67.9% | +29.1% | +38.8% | +53.3% |
| 3Y | +88.8% | +31.7% | +57.1% | +62.4% |
| All | +88.8% | +29.0% | +59.8% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling