+603.1%
RIO vs IWD
+195.2%
+407.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.4% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | +5.0% | -0.8% | +5.7% | +5.7% |
| 3M | +5.1% | +8.0% | -2.9% | -2.8% |
| 6M | +17.6% | +18.2% | -0.6% | -0.2% |
| YTD | +36.3% | +22.3% | +14.0% | +11.9% |
| 1Y | +71.2% | +28.9% | +42.3% | +33.4% |
| 3Y | +102.7% | +71.5% | +31.2% | +17.6% |
| 5Y | +99.6% | +73.6% | +26.0% | +14.0% |
| 10Y | +603.1% | +194.7% | +408.4% | +109.3% |
| All | +603.1% | +195.2% | +407.9% | +109.3% |
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