-53.8%
RIOT vs IP
-13.0%
-40.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.8% |
| 7D | +18.9% | -2.8% | +21.7% | +20.8% |
| 30D | +11.0% | +9.2% | +1.8% | +5.0% |
| 3M | -9.7% | -16.1% | +6.5% | -1.5% |
| 6M | -27.9% | +9.6% | -37.4% | -33.2% |
| YTD | +44.3% | -8.8% | +53.1% | +45.0% |
| 1Y | +13.3% | -5.5% | +18.8% | +11.0% |
| 3Y | +76.4% | +19.6% | +56.8% | +32.0% |
| 5Y | -53.8% | -13.5% | -40.3% | -60.9% |
| All | -53.8% | -13.0% | -40.8% | -60.9% |
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