+584.5%
RIO vs INDA
+84.7%
+499.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | -3.2% | -2.7% | -0.5% | -1.5% |
| 30D | +0.9% | -2.8% | +3.7% | +2.8% |
| 3M | -1.4% | +1.6% | -3.1% | -2.5% |
| 6M | +10.9% | -1.4% | +12.4% | +12.0% |
| YTD | +31.2% | -10.1% | +41.4% | +40.4% |
| 1Y | +67.9% | -8.8% | +76.7% | +77.7% |
| 3Y | +88.8% | +7.6% | +81.2% | +78.0% |
| 5Y | +93.1% | +5.8% | +87.3% | +83.0% |
| All | +584.5% | +84.7% | +499.8% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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