-26.7%
RIOT vs IEF
-9.5%
-17.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -1.5% | -1.3% | -0.2% | -0.7% |
| 30D | +5.7% | -1.7% | +7.4% | +6.9% |
| 3M | -17.9% | -2.5% | -15.3% | -16.5% |
| 6M | +45.0% | -3.3% | +48.2% | +48.1% |
| YTD | +69.5% | -2.8% | +72.3% | +72.8% |
| 1Y | +37.2% | -2.7% | +39.9% | +39.7% |
| 3Y | +111.7% | +8.9% | +102.8% | +97.4% |
| All | -26.7% | -9.5% | -17.2% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling