+147.3%
IBM vs RIOT
+732.5%
-585.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | +1.6% | +4.8% | -3.3% | +1.4% |
| 30D | +9.2% | +16.0% | -6.8% | +8.5% |
| 3M | +4.9% | -8.8% | +13.7% | +4.9% |
| 6M | +16.8% | -29.7% | +46.5% | +17.4% |
| YTD | -14.3% | +38.3% | -52.6% | -16.3% |
| 1Y | -16.7% | +26.2% | -42.9% | -18.5% |
| 3Y | +82.2% | +79.0% | +3.3% | +72.0% |
| 5Y | +149.9% | -60.4% | +210.3% | +139.2% |
| All | +147.3% | +732.5% | -585.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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