+3,493.4%
RIO vs IRM
+9,964.6%
-6,471.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | 0.0% | -0.5% | +0.4% | +0.1% |
| 30D | +4.0% | -8.1% | +12.0% | +6.7% |
| 3M | +0.1% | -9.7% | +9.8% | +3.1% |
| 6M | +12.7% | +10.0% | +2.7% | +8.5% |
| YTD | +35.6% | +43.0% | -7.4% | +19.0% |
| 1Y | +73.7% | +32.7% | +41.0% | +55.4% |
| 3Y | +93.3% | +102.7% | -9.4% | +45.2% |
| 5Y | +92.4% | +187.6% | -95.1% | +25.4% |
| 10Y | +606.9% | +420.1% | +186.8% | +256.5% |
| All | +3,493.4% | +9,964.6% | -6,471.1% | +1,069.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling