-20.3%
RIOT vs IEMG
+13.6%
-33.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +7.7% |
| 7D | +6.4% | -3.1% | +9.5% | +14.2% |
| 30D | -20.4% | -10.3% | -10.1% | +1.8% |
| 3M | -28.7% | -6.6% | -22.1% | -15.8% |
| 6M | -17.7% | -3.9% | -13.9% | -11.0% |
| YTD | +21.3% | +12.4% | +8.9% | -18.1% |
| 1Y | -20.3% | +13.9% | -34.2% | -48.6% |
| All | -20.3% | +13.6% | -33.9% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling