+30.6%
RIO vs IRE
-97.5%
+128.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.1% | -11.6% | 0.0% |
| 7D | +0.5% | -15.1% | +15.6% | +0.6% |
| 30D | -9.9% | -71.4% | +61.5% | -6.1% |
| 3M | -14.0% | -81.2% | +67.1% | -9.3% |
| 6M | -19.5% | -93.7% | +74.2% | -12.7% |
| YTD | +11.5% | -92.2% | +103.8% | +18.1% |
| 1Y | +26.9% | -97.3% | +124.2% | +34.0% |
| All | +30.6% | -97.5% | +128.1% | +38.0% |
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