+111.7%
RIOT vs IOT
+23.8%
+87.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -1.5% | -4.5% | +3.0% | -0.1% |
| 30D | +5.7% | -2.4% | +8.1% | +6.1% |
| 3M | -17.9% | +19.0% | -36.8% | -25.5% |
| 6M | +45.0% | +19.6% | +25.3% | +28.1% |
| YTD | +69.5% | +8.3% | +61.2% | +52.4% |
| 1Y | +37.2% | -0.8% | +38.0% | +27.4% |
| 3Y | +111.7% | +24.4% | +87.3% | +79.3% |
| All | +111.7% | +23.8% | +87.9% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling