-26.7%
RIOT vs IEMG
+48.5%
-75.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | -0.2% |
| 7D | -1.5% | -1.3% | -0.2% | +1.5% |
| 30D | +5.7% | +1.9% | +3.7% | +2.0% |
| 3M | -17.9% | +1.4% | -19.3% | -19.8% |
| 6M | +45.0% | +15.2% | +29.8% | +8.2% |
| YTD | +69.5% | +23.8% | +45.6% | +9.0% |
| 1Y | +37.2% | +30.7% | +6.5% | -20.7% |
| 3Y | +111.7% | +83.3% | +28.5% | -43.3% |
| All | -26.7% | +48.5% | -75.3% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling