+30.8%
RIO vs IRE
-97.6%
+128.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.2% | +26.8% | +4.7% |
| 7D | -1.6% | -46.8% | +45.2% | +1.0% |
| 30D | -11.6% | -75.5% | +63.9% | -6.2% |
| 3M | -12.7% | -79.4% | +66.7% | -7.4% |
| 6M | -12.4% | -91.3% | +78.9% | -5.5% |
| YTD | +11.0% | -90.8% | +101.8% | +17.3% |
| 1Y | +30.8% | -97.7% | +128.6% | +41.4% |
| All | +30.8% | -97.6% | +128.4% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling