+65.7%
RIOT vs IJH
+18.2%
+47.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +2.7% |
| 7D | +14.8% | +0.1% | +14.7% | +14.9% |
| 30D | +1.4% | -1.5% | +2.9% | +5.8% |
| 3M | -20.6% | +0.8% | -21.4% | -21.2% |
| 6M | +31.9% | +7.6% | +24.3% | +11.7% |
| YTD | +72.1% | +15.5% | +56.6% | +25.9% |
| 1Y | +65.7% | +16.9% | +48.7% | +20.2% |
| All | +65.7% | +18.2% | +47.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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