+13.4%
IGV vs RIOT
-27.3%
+40.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | +2.5% | +20.8% | -18.3% | +1.5% |
| 30D | -8.6% | +7.0% | -15.5% | -9.4% |
| 3M | -1.6% | -12.3% | +10.7% | -2.5% |
| 6M | +13.4% | -27.3% | +40.7% | +11.1% |
| All | +13.4% | -27.3% | +40.8% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling