-20.3%
RIOT vs IFF
+44.8%
-65.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.9% | +14.5% | +10.5% |
| 7D | +6.4% | -3.3% | +9.7% | +6.4% |
| 30D | -20.4% | +5.3% | -25.7% | -23.0% |
| 3M | -28.7% | +8.9% | -37.6% | -32.1% |
| 6M | -17.7% | +26.3% | -44.1% | -28.6% |
| YTD | +21.3% | +32.2% | -10.9% | +8.5% |
| 1Y | -20.3% | +45.8% | -66.0% | -26.0% |
| All | -20.3% | +44.8% | -65.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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