-32.1%
RIOT vs IP
-17.2%
-14.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +1.9% |
| 7D | +14.8% | -5.3% | +20.1% | +18.3% |
| 30D | +1.4% | -10.9% | +12.2% | +7.7% |
| 3M | -20.6% | +11.2% | -31.8% | -26.5% |
| 6M | +31.9% | -10.2% | +42.1% | +37.2% |
| YTD | +72.1% | -2.0% | +74.0% | +67.5% |
| 1Y | +65.7% | -19.1% | +84.7% | +79.8% |
| 3Y | +97.5% | +20.9% | +76.6% | +51.9% |
| All | -32.1% | -17.2% | -14.9% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling