-29.3%
RIOT vs IAU
+138.0%
-167.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.7% | -3.4% | -3.9% |
| 7D | -0.9% | -3.4% | +2.5% | +1.3% |
| 30D | +3.5% | -1.1% | +4.6% | +4.8% |
| 3M | -13.0% | +5.8% | -18.8% | -15.5% |
| 6M | +43.1% | -16.9% | +60.0% | +59.4% |
| YTD | +65.4% | +0.1% | +65.2% | +72.1% |
| 1Y | +27.7% | +18.4% | +9.3% | +25.3% |
| 3Y | +91.3% | +123.6% | -32.3% | +21.0% |
| 5Y | -29.3% | +138.7% | -168.0% | -59.0% |
| All | -29.3% | +138.0% | -167.3% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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