-54.5%
RIOT vs IP
-12.0%
-42.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.8% | +12.4% | +12.8% |
| 7D | +30.4% | -5.1% | +35.5% | +33.7% |
| 30D | -9.9% | +8.5% | -18.4% | -14.5% |
| 3M | -21.2% | -13.8% | -7.4% | -15.4% |
| 6M | -29.5% | +5.7% | -35.2% | -33.5% |
| YTD | +31.9% | -9.1% | +41.0% | +32.8% |
| 1Y | -3.6% | -0.8% | -2.8% | -8.7% |
| 3Y | +51.8% | +14.8% | +37.0% | +17.9% |
| All | -54.5% | -12.0% | -42.4% | -58.7% |
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 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