-29.6%
RIOT vs IOVA
-64.1%
+34.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.1% |
| 7D | +18.4% | -2.2% | +20.6% | +19.1% |
| 30D | +13.8% | +31.7% | -18.0% | +6.8% |
| 3M | -12.7% | +117.3% | -130.0% | -29.3% |
| 6M | +50.1% | +55.8% | -5.7% | +29.2% |
| YTD | +74.2% | +208.8% | -134.6% | +24.5% |
| 1Y | +45.1% | +255.7% | -210.6% | -2.1% |
| 3Y | +101.6% | +41.7% | +59.9% | +35.7% |
| 5Y | -29.6% | -64.9% | +35.3% | -39.5% |
| All | -29.6% | -64.1% | +34.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 5y: compounded portfolio wealth divided by compounded IOVA 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…
5y analysis · Full analysis span regression · 6 months rolling