-20.3%
RIOT vs IOT
+8.2%
-28.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.1% | +5.5% | +10.0% |
| 7D | +6.4% | -0.5% | +6.8% | +6.3% |
| 30D | -20.4% | +1.0% | -21.4% | -20.4% |
| 3M | -28.7% | +10.9% | -39.6% | -27.6% |
| 6M | -17.7% | +39.9% | -57.6% | -16.2% |
| YTD | +21.3% | +20.8% | +0.5% | +22.4% |
| 1Y | -20.3% | +10.6% | -30.8% | -19.3% |
| All | -20.3% | +8.2% | -28.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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