+824.5%
RIOT vs IAG
+789.8%
+34.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.6% |
| 7D | +25.1% | +4.3% | +20.9% | +23.7% |
| 30D | +8.5% | +9.8% | -1.3% | +5.9% |
| 3M | -13.4% | +28.9% | -42.3% | -19.5% |
| 6M | +57.1% | -7.6% | +64.7% | +60.0% |
| YTD | +75.7% | +22.0% | +53.7% | +65.9% |
| 1Y | +65.6% | +99.5% | -33.9% | +36.8% |
| 3Y | +103.3% | +818.3% | -715.0% | +1.3% |
| 5Y | -26.7% | +785.9% | -812.6% | -65.8% |
| 10Y | +527.2% | +381.1% | +146.1% | +223.7% |
| All | +824.5% | +789.8% | +34.7% | +283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling