+926.8%
XBI vs RIO
+623.4%
+303.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.6% | +1.0% | -4.6% | -3.9% |
| 30D | +0.9% | +4.0% | -3.2% | -0.2% |
| 3M | +21.4% | +4.5% | +16.9% | +19.8% |
| 6M | +25.5% | +17.3% | +8.2% | +19.8% |
| YTD | +30.8% | +36.2% | -5.3% | +19.8% |
| 1Y | +68.6% | +76.1% | -7.6% | +44.0% |
| 3Y | +103.9% | +102.5% | +1.4% | +66.5% |
| 5Y | +20.8% | +103.5% | -82.8% | -3.5% |
| 10Y | +164.0% | +619.2% | -455.2% | +50.0% |
| All | +926.8% | +623.4% | +303.4% | +373.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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