+111.7%
RIOT vs IEFA
+65.7%
+46.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +0.1% |
| 7D | -1.5% | -1.6% | 0.0% | +2.2% |
| 30D | +5.7% | -1.5% | +7.2% | +9.9% |
| 3M | -17.9% | +3.4% | -21.3% | -23.0% |
| 6M | +45.0% | +9.5% | +35.5% | +23.1% |
| YTD | +69.5% | +13.0% | +56.4% | +37.5% |
| 1Y | +37.2% | +18.0% | +19.2% | +2.7% |
| 3Y | +111.7% | +65.4% | +46.4% | -23.0% |
| All | +111.7% | +65.7% | +46.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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