-29.3%
RIOT vs IAG
+796.9%
-826.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.2% | -2.9% | -4.4% |
| 7D | -0.9% | -4.1% | +3.2% | +0.3% |
| 30D | +3.5% | +10.6% | -7.1% | +0.8% |
| 3M | -13.0% | +35.4% | -48.4% | -20.5% |
| 6M | +43.1% | -9.5% | +52.6% | +45.8% |
| YTD | +65.4% | +21.8% | +43.5% | +56.5% |
| 1Y | +27.7% | +84.1% | -56.4% | +9.1% |
| 3Y | +91.3% | +817.4% | -726.0% | -2.3% |
| 5Y | -29.3% | +830.1% | -859.4% | -64.8% |
| All | -29.3% | +796.9% | -826.1% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling