+2,797.9%
RIO vs IRM
+9,844.9%
-7,047.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.6% |
| 7D | +0.1% | +8.6% | -8.5% | -2.6% |
| 30D | -10.5% | 0.0% | -10.5% | -10.8% |
| 3M | -15.9% | -7.1% | -8.8% | -14.3% |
| 6M | -22.3% | -7.9% | -14.4% | -20.7% |
| YTD | +9.3% | +41.3% | -32.0% | -4.0% |
| 1Y | +23.0% | +20.7% | +2.3% | +13.6% |
| 3Y | +52.1% | +112.2% | -60.1% | +12.0% |
| 5Y | +88.9% | +191.2% | -102.4% | +22.3% |
| 10Y | +354.1% | +524.3% | -170.2% | +115.0% |
| All | +2,797.9% | +9,844.9% | -7,047.0% | +843.2% |
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