+816.6%
RIOT vs IEF
+6.5%
+810.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +18.4% | -0.3% | +18.7% | +18.4% |
| 30D | +13.8% | -0.6% | +14.3% | +13.6% |
| 3M | -12.7% | -1.0% | -11.8% | -12.9% |
| 6M | +50.1% | -3.1% | +53.2% | +48.6% |
| YTD | +74.2% | -1.9% | +76.1% | +73.3% |
| 1Y | +45.1% | -1.4% | +46.5% | +44.7% |
| 3Y | +101.6% | +9.8% | +91.8% | +105.3% |
| 5Y | -29.6% | -8.8% | -20.8% | -45.8% |
| 10Y | +528.1% | +4.7% | +523.5% | +594.7% |
| All | +816.6% | +6.5% | +810.1% | +899.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling