+103.5%
RIO vs IT
-45.7%
+149.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +1.0% | -9.1% | +10.1% | +1.9% |
| 30D | +4.0% | -12.2% | +16.2% | +5.3% |
| 3M | +4.5% | +7.8% | -3.3% | +3.1% |
| 6M | +17.3% | +2.0% | +15.4% | +16.2% |
| YTD | +36.2% | -32.7% | +68.9% | +43.6% |
| 1Y | +76.1% | -31.1% | +107.2% | +84.1% |
| 3Y | +102.5% | -52.1% | +154.6% | +122.1% |
| 5Y | +103.5% | -46.3% | +149.8% | +107.5% |
| All | +103.5% | -45.7% | +149.2% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling