+485.8%
RIOT vs IAG
+427.6%
+58.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.2% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | +5.7% | +12.1% | -6.5% | +2.5% |
| 3M | -17.9% | +25.5% | -43.4% | -23.3% |
| 6M | +45.0% | -7.1% | +52.1% | +47.4% |
| YTD | +69.5% | +22.9% | +46.6% | +59.6% |
| 1Y | +37.2% | +83.3% | -46.2% | +15.6% |
| 3Y | +111.7% | +808.5% | -696.8% | +4.9% |
| 5Y | -27.5% | +838.0% | -865.5% | -67.1% |
| All | +485.8% | +427.6% | +58.2% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling