+103.5%
RIO vs IRM
+190.5%
-86.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +1.0% | +3.0% | -2.1% | +0.2% |
| 30D | +4.0% | -5.2% | +9.2% | +5.3% |
| 3M | +4.5% | -8.0% | +12.6% | +6.4% |
| 6M | +17.3% | +9.2% | +8.2% | +14.3% |
| YTD | +36.2% | +41.0% | -4.8% | +24.1% |
| 1Y | +76.1% | +23.3% | +52.9% | +65.3% |
| 3Y | +102.5% | +102.8% | -0.3% | +55.7% |
| 5Y | +103.5% | +192.8% | -89.3% | +40.6% |
| All | +103.5% | +190.5% | -86.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling