+38.8%
IGV vs RIOT
+73.1%
-34.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.1% |
| 7D | +2.3% | +4.8% | -2.5% | +1.8% |
| 30D | -6.0% | +16.0% | -22.0% | -7.9% |
| 3M | -4.8% | -8.8% | +4.0% | -4.9% |
| 6M | +14.2% | -29.7% | +43.9% | +16.2% |
| YTD | -4.2% | +38.3% | -42.5% | -12.2% |
| 1Y | -5.3% | +26.2% | -31.5% | -12.4% |
| 3Y | +38.8% | +79.0% | -40.2% | +19.2% |
| All | +38.8% | +73.1% | -34.3% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling