+65.7%
RIOT vs IAG
+119.5%
-53.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +4.3% |
| 7D | +14.8% | -0.5% | +15.3% | +15.3% |
| 30D | +1.4% | +28.9% | -27.5% | -11.7% |
| 3M | -20.6% | +19.1% | -39.8% | -28.4% |
| 6M | +31.9% | -10.3% | +42.1% | +33.3% |
| YTD | +72.1% | +24.2% | +47.9% | +57.7% |
| 1Y | +65.7% | +116.5% | -50.8% | +31.4% |
| All | +65.7% | +119.5% | -53.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling