+90.7%
RIO vs IRM
+186.8%
-96.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | +0.5% | -5.3% | +5.7% | +1.7% |
| 30D | -9.9% | -2.3% | -7.6% | -9.6% |
| 3M | -14.0% | -7.4% | -6.6% | -12.7% |
| 6M | -19.5% | -12.2% | -7.3% | -17.3% |
| YTD | +11.5% | +38.6% | -27.1% | +1.7% |
| 1Y | +26.9% | +14.9% | +12.0% | +21.2% |
| 3Y | +55.1% | +108.2% | -53.0% | +17.1% |
| 5Y | +90.7% | +183.8% | -93.2% | +33.3% |
| All | +90.7% | +186.8% | -96.2% | +33.3% |
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