-20.3%
RIOT vs IJR
+24.2%
-44.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.3% | +8.3% | +6.3% |
| 7D | +6.4% | +2.3% | +4.1% | +0.3% |
| 30D | -20.4% | +2.8% | -23.3% | -25.7% |
| 3M | -28.7% | -4.6% | -24.1% | -19.4% |
| 6M | -17.7% | +5.7% | -23.4% | -27.6% |
| YTD | +21.3% | +19.9% | +1.4% | -17.3% |
| 1Y | -20.3% | +24.2% | -44.4% | -48.7% |
| All | -20.3% | +24.2% | -44.5% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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