+2.0%
RIOT vs IP
-2.1%
+4.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.7% |
| 7D | +49.2% | -3.0% | +52.2% | +50.3% |
| 30D | +4.6% | +10.6% | -6.0% | +0.3% |
| 3M | -13.9% | -13.6% | -0.4% | -10.3% |
| 6M | -26.7% | +10.4% | -37.1% | -30.5% |
| YTD | +39.4% | -6.5% | +45.9% | +37.7% |
| All | +2.0% | -2.1% | +4.1% | -1.2% |
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