+640.5%
RIOT vs IOVA
+59.0%
+581.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.7% | +3.2% | -1.1% |
| 7D | +20.8% | -1.4% | +22.2% | +21.3% |
| 30D | +7.0% | -47.4% | +54.3% | +22.2% |
| 3M | -12.3% | +13.2% | -25.5% | -17.5% |
| 6M | -27.3% | +114.3% | -141.6% | -43.3% |
| YTD | +40.7% | +179.5% | -138.8% | -0.2% |
| 1Y | +15.3% | +200.4% | -185.1% | -20.1% |
| 3Y | +72.1% | +92.2% | -20.1% | +6.7% |
| 5Y | -59.7% | -63.8% | +4.1% | -66.3% |
| 10Y | +651.6% | +0.4% | +651.3% | +483.7% |
| All | +640.5% | +59.0% | +581.6% | +551.3% |
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