-58.4%
RIOT vs IP
-13.5%
-44.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.5% |
| 7D | +4.8% | -0.3% | +5.1% | +5.0% |
| 30D | +16.0% | +7.9% | +8.1% | +10.4% |
| 3M | -8.8% | -15.3% | +6.5% | -1.0% |
| 6M | -29.7% | +10.5% | -40.2% | -35.2% |
| YTD | +38.3% | -9.4% | +47.7% | +39.5% |
| 1Y | +26.2% | -4.6% | +30.9% | +22.8% |
| 3Y | +79.0% | +21.2% | +57.7% | +31.3% |
| All | -58.4% | -13.5% | -44.8% | -64.1% |
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