+345.8%
RIO vs IWD
+203.0%
+142.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -0.9% | +2.3% | -3.2% | -3.1% |
| 30D | -9.1% | +3.6% | -12.7% | -12.3% |
| 3M | -13.7% | +2.2% | -15.8% | -15.5% |
| 6M | -24.3% | +13.0% | -37.3% | -32.9% |
| YTD | +8.9% | +26.5% | -17.6% | -13.4% |
| 1Y | +22.7% | +30.1% | -7.5% | -5.1% |
| 3Y | +51.2% | +84.9% | -33.7% | -18.2% |
| 5Y | +88.1% | +73.4% | +14.8% | +8.4% |
| All | +345.8% | +203.0% | +142.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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