+770.1%
RIOT vs IEMG
+157.9%
+612.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -1.5% |
| 7D | -0.9% | -0.9% | 0.0% | +0.7% |
| 30D | +3.5% | +2.1% | +1.4% | +0.3% |
| 3M | -13.0% | +4.6% | -17.6% | -18.4% |
| 6M | +43.1% | +14.0% | +29.1% | +18.3% |
| YTD | +65.4% | +22.3% | +43.0% | +23.1% |
| 1Y | +27.7% | +30.7% | -2.9% | -14.1% |
| 3Y | +91.3% | +83.2% | +8.1% | -24.6% |
| 5Y | -29.3% | +47.0% | -76.3% | -54.9% |
| 10Y | +496.3% | +139.9% | +356.4% | +190.6% |
| All | +770.1% | +157.9% | +612.2% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling