+20.0%
IWM vs RIOT
-50.8%
+70.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.2% | -12.2% | -0.8% |
| 7D | -2.0% | +30.4% | -32.5% | -5.9% |
| 30D | -1.5% | -9.9% | +8.4% | -0.8% |
| 3M | -8.0% | -21.2% | +13.2% | -6.3% |
| 6M | -4.1% | -29.5% | +25.4% | -2.0% |
| YTD | +11.9% | +31.9% | -20.0% | +2.9% |
| 1Y | +15.0% | -3.6% | +18.7% | +10.0% |
| 3Y | +64.2% | +51.8% | +12.4% | +33.7% |
| All | +20.0% | -50.8% | +70.8% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling