+485.8%
RIOT vs IJH
+184.0%
+301.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.0% |
| 7D | -1.5% | -1.9% | +0.3% | +2.0% |
| 30D | +5.7% | -4.6% | +10.3% | +15.5% |
| 3M | -17.9% | -1.2% | -16.7% | -15.3% |
| 6M | +45.0% | +9.4% | +35.6% | +28.3% |
| YTD | +69.5% | +13.3% | +56.1% | +43.1% |
| 1Y | +37.2% | +13.4% | +23.8% | +17.3% |
| 3Y | +111.7% | +50.4% | +61.3% | +25.9% |
| 5Y | -27.5% | +49.0% | -76.5% | -48.6% |
| All | +485.8% | +184.0% | +301.8% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling