+791.7%
RIOT vs IFF
-6.4%
+798.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | -1.5% | -3.2% | +1.7% | +0.3% |
| 30D | +5.7% | -0.3% | +5.9% | +5.6% |
| 3M | -17.9% | +8.4% | -26.3% | -23.3% |
| 6M | +45.0% | +23.0% | +21.9% | +25.8% |
| YTD | +69.5% | +25.5% | +44.0% | +44.1% |
| 1Y | +37.2% | +29.1% | +8.1% | +13.4% |
| 3Y | +111.7% | +31.7% | +80.1% | +61.2% |
| 5Y | -27.5% | -35.2% | +7.7% | -9.3% |
| 10Y | +511.1% | -20.7% | +531.8% | +631.3% |
| All | +791.7% | -6.4% | +798.1% | +879.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling