+415.2%
IGV vs RIOT
+980.6%
-565.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | -3.3% | +25.1% | -28.4% | -5.1% |
| 30D | 0.0% | +8.5% | -8.5% | -1.0% |
| 3M | +7.3% | -13.4% | +20.7% | +7.5% |
| 6M | +16.7% | +57.1% | -40.4% | +10.6% |
| YTD | -2.8% | +75.7% | -78.5% | -9.3% |
| 1Y | -6.7% | +65.6% | -72.3% | -13.1% |
| 3Y | +41.1% | +103.3% | -62.2% | +22.9% |
| 5Y | +22.0% | -26.7% | +48.7% | +6.3% |
| 10Y | +357.9% | +527.2% | -169.2% | +224.1% |
| All | +415.2% | +980.6% | -565.4% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling