+513.0%
RIOT vs IP
+38.8%
+474.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -1.9% |
| 7D | +7.4% | -5.0% | +12.4% | +9.9% |
| 30D | -22.0% | +6.5% | -28.6% | -25.2% |
| 3M | -31.3% | -18.0% | -13.3% | -24.4% |
| 6M | -27.5% | +10.3% | -37.8% | -32.7% |
| YTD | +16.5% | -9.9% | +26.4% | +18.1% |
| 1Y | -22.2% | -1.1% | -21.1% | -25.6% |
| 3Y | +29.6% | +13.0% | +16.6% | +9.1% |
| 5Y | -53.1% | -12.3% | -40.9% | -53.6% |
| 10Y | +586.8% | +26.8% | +559.9% | +364.9% |
| All | +513.0% | +38.8% | +474.2% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling