+2,856.3%
RIO vs IWD
+726.5%
+2,129.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.3% |
| 7D | 0.0% | -0.3% | +0.2% | +0.3% |
| 30D | +4.0% | +0.6% | +3.4% | +3.1% |
| 3M | +0.1% | +7.2% | -7.1% | -8.4% |
| 6M | +12.7% | +16.2% | -3.5% | -6.6% |
| YTD | +35.6% | +23.3% | +12.2% | +4.3% |
| 1Y | +73.7% | +29.6% | +44.1% | +25.3% |
| 3Y | +93.3% | +70.5% | +22.8% | -3.3% |
| 5Y | +92.4% | +73.5% | +19.0% | -7.2% |
| 10Y | +606.9% | +198.3% | +408.6% | +59.7% |
| All | +2,856.3% | +726.5% | +2,129.8% | +156.0% |
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