+6,113.0%
RIO vs IFF
+810.9%
+5,302.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | +1.0% | -3.0% | +4.0% | +2.4% |
| 30D | +4.0% | -0.9% | +4.9% | +4.4% |
| 3M | +4.5% | +11.8% | -7.3% | -1.4% |
| 6M | +17.3% | +16.5% | +0.8% | +7.3% |
| YTD | +36.2% | +26.5% | +9.7% | +19.2% |
| 1Y | +76.1% | +32.7% | +43.4% | +49.7% |
| 3Y | +102.5% | +32.0% | +70.5% | +67.2% |
| 5Y | +103.5% | -36.1% | +139.6% | +126.6% |
| 10Y | +619.2% | -20.1% | +639.2% | +555.7% |
| All | +6,113.0% | +810.9% | +5,302.1% | +2,163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling