+2,297.0%
RIO vs IWD
+728.9%
+1,568.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.8% |
| 30D | -10.1% | +2.7% | -12.8% | -13.2% |
| 3M | -14.1% | +0.9% | -15.0% | -15.2% |
| 6M | -18.9% | +10.5% | -29.4% | -28.6% |
| YTD | +9.9% | +23.7% | -13.8% | -15.9% |
| 1Y | +27.0% | +28.7% | -1.7% | -7.6% |
| 3Y | +50.1% | +79.7% | -29.6% | -29.9% |
| 5Y | +95.3% | +69.7% | +25.6% | -3.0% |
| 10Y | +425.9% | +211.4% | +214.5% | +11.7% |
| All | +2,297.0% | +728.9% | +1,568.0% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling