+685.8%
RIOT vs IP
+31.6%
+654.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.2% |
| 7D | +49.2% | -3.0% | +52.2% | +51.2% |
| 30D | +4.6% | +10.6% | -6.0% | -1.4% |
| 3M | -13.9% | -13.6% | -0.4% | -7.8% |
| 6M | -26.7% | +10.4% | -37.1% | -31.9% |
| YTD | +39.4% | -6.5% | +45.9% | +38.7% |
| 1Y | +3.8% | -2.1% | +5.9% | +0.4% |
| 3Y | +73.0% | +22.0% | +51.0% | +40.2% |
| 5Y | -55.7% | -9.7% | -46.0% | -56.7% |
| 10Y | +685.8% | +26.8% | +659.0% | +364.3% |
| All | +685.8% | +31.6% | +654.2% | +364.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling