+627.6%
RIOT vs IOVA
+61.7%
+566.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | +4.8% | -3.5% | +8.3% | +5.7% |
| 30D | +16.0% | -45.4% | +61.4% | +31.4% |
| 3M | -8.8% | +19.0% | -27.8% | -15.3% |
| 6M | -29.7% | +112.0% | -141.7% | -45.1% |
| YTD | +38.3% | +184.2% | -146.0% | -2.4% |
| 1Y | +26.2% | +222.0% | -195.8% | -14.0% |
| 3Y | +79.0% | +92.6% | -13.6% | +11.0% |
| 5Y | -60.4% | -63.2% | +2.8% | -67.0% |
| 10Y | +638.6% | +2.1% | +636.5% | +471.3% |
| All | +627.6% | +61.7% | +566.0% | +537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling