+66.0%
IWM vs RIOT
+97.0%
-31.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | +1.4% | +25.1% | -23.7% | -1.8% |
| 30D | -2.3% | +8.5% | -10.8% | -3.8% |
| 3M | +4.0% | -13.4% | +17.3% | +4.6% |
| 6M | +17.9% | +57.1% | -39.2% | +8.2% |
| YTD | +20.2% | +75.7% | -55.5% | +7.3% |
| 1Y | +25.0% | +65.6% | -40.7% | +10.9% |
| 3Y | +66.0% | +103.3% | -37.3% | +30.1% |
| All | +66.0% | +97.0% | -31.0% | +30.1% |
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 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