+358.5%
RIO vs IWD
+203.8%
+154.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.2% |
| 7D | +3.6% | +1.6% | +2.0% | +2.0% |
| 30D | -10.8% | +3.6% | -14.4% | -13.9% |
| 3M | -15.2% | +2.0% | -17.3% | -17.0% |
| 6M | -18.0% | +13.1% | -31.1% | -27.4% |
| YTD | +11.0% | +26.2% | -15.2% | -11.5% |
| 1Y | +26.4% | +29.6% | -3.2% | -1.8% |
| 3Y | +54.4% | +84.3% | -30.0% | -16.2% |
| 5Y | +98.1% | +73.4% | +24.6% | +14.0% |
| 10Y | +358.5% | +202.4% | +156.1% | +38.4% |
| All | +358.5% | +203.8% | +154.8% | +38.4% |
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