+111.7%
RIOT vs IJR
+52.1%
+59.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +1.3% |
| 7D | -1.5% | -2.2% | +0.7% | +3.3% |
| 30D | +5.7% | -4.6% | +10.3% | +17.2% |
| 3M | -17.9% | +0.2% | -18.1% | -17.8% |
| 6M | +45.0% | +14.7% | +30.3% | +11.7% |
| YTD | +69.5% | +18.9% | +50.6% | +22.3% |
| 1Y | +37.2% | +19.9% | +17.2% | -1.9% |
| 3Y | +111.7% | +53.0% | +58.7% | +19.2% |
| All | +111.7% | +52.1% | +59.7% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling