+580.6%
RIO vs IT
+92.9%
+487.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.3% |
| 7D | -3.4% | -12.7% | +9.4% | -0.6% |
| 30D | +0.6% | -8.9% | +9.5% | +2.3% |
| 3M | +2.5% | +10.1% | -7.6% | -1.2% |
| 6M | +10.8% | +7.3% | +3.5% | +6.4% |
| YTD | +30.5% | -32.4% | +62.8% | +39.8% |
| 1Y | +68.1% | -26.6% | +94.8% | +75.0% |
| 3Y | +94.0% | -51.8% | +145.9% | +119.9% |
| 5Y | +92.0% | -45.6% | +137.6% | +103.2% |
| All | +580.6% | +92.9% | +487.7% | +342.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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