+1,343.7%
RIO vs ITOT
+885.8%
+457.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | +1.0% | -0.4% | +1.3% | +1.4% |
| 30D | +4.0% | -1.6% | +5.6% | +6.2% |
| 3M | +4.5% | +3.5% | +1.0% | -0.3% |
| 6M | +17.3% | +13.1% | +4.2% | -0.3% |
| YTD | +36.2% | +12.7% | +23.5% | +16.3% |
| 1Y | +76.1% | +18.3% | +57.8% | +40.7% |
| 3Y | +102.5% | +76.4% | +26.1% | -10.1% |
| 5Y | +103.5% | +73.8% | +29.8% | -12.4% |
| 10Y | +619.2% | +301.2% | +318.0% | -21.5% |
| All | +1,343.7% | +885.8% | +457.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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