+32.8%
RIO vs IRE
-97.3%
+130.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.3% |
| 7D | +4.4% | -15.5% | +19.9% | +4.2% |
| 30D | -8.9% | -70.4% | +61.5% | -5.0% |
| 3M | -12.7% | -81.6% | +68.9% | -7.7% |
| 6M | -16.2% | -94.7% | +78.5% | -8.5% |
| YTD | +13.4% | -91.8% | +105.2% | +19.9% |
| 1Y | +30.9% | -97.6% | +128.5% | +37.8% |
| All | +32.8% | -97.3% | +130.1% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling