+584.5%
RIO vs IVZ
+65.9%
+518.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -3.2% | -2.4% | -0.8% | -2.4% |
| 30D | +0.9% | +3.0% | -2.1% | -0.2% |
| 3M | -1.4% | +14.9% | -16.3% | -6.4% |
| 6M | +10.9% | +36.7% | -25.8% | -0.9% |
| YTD | +31.2% | +25.7% | +5.5% | +20.0% |
| 1Y | +67.9% | +47.7% | +20.2% | +44.8% |
| 3Y | +88.8% | +138.8% | -50.0% | +32.5% |
| 5Y | +93.1% | +62.1% | +31.0% | +50.0% |
| All | +584.5% | +65.9% | +518.6% | +399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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