+111.7%
RIOT vs IEF
+9.0%
+102.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | +5.7% | -1.7% | +7.4% | +6.1% |
| 3M | -17.9% | -2.5% | -15.3% | -17.4% |
| 6M | +45.0% | -3.3% | +48.2% | +45.0% |
| YTD | +69.5% | -2.8% | +72.3% | +70.1% |
| 1Y | +37.2% | -2.7% | +39.9% | +37.9% |
| 3Y | +111.7% | +8.9% | +102.8% | +103.2% |
| All | +111.7% | +9.0% | +102.8% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling