+685.8%
RIOT vs IP
+24.7%
+661.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.0% |
| 7D | +29.0% | 0.0% | +28.9% | +29.1% |
| 30D | +7.1% | +9.4% | -2.3% | +1.5% |
| 3M | -6.8% | -14.1% | +7.2% | +0.1% |
| 6M | -24.9% | +9.2% | -34.1% | -29.9% |
| YTD | +42.7% | -7.5% | +50.2% | +42.8% |
| 1Y | +4.4% | -2.8% | +7.2% | +1.2% |
| 3Y | +74.5% | +21.2% | +53.3% | +41.9% |
| 5Y | -50.5% | -11.5% | -39.0% | -51.1% |
| 10Y | +685.8% | +23.7% | +662.1% | +373.7% |
| All | +685.8% | +24.7% | +661.1% | +373.7% |
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