-20.3%
RIOT vs IP
+2.3%
-22.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.1% | +9.2% |
| 7D | +6.4% | +3.4% | +3.0% | +4.6% |
| 30D | -20.4% | +11.2% | -31.7% | -23.8% |
| 3M | -28.7% | -14.8% | -13.9% | -25.5% |
| 6M | -17.7% | +17.3% | -35.0% | -23.1% |
| YTD | +21.3% | -6.2% | +27.5% | +19.7% |
| 1Y | -20.3% | +2.3% | -22.6% | -24.0% |
| All | -20.3% | +2.3% | -22.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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