+594.0%
RIOT vs IP
+40.0%
+554.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.3% |
| 3M | -21.2% | -13.8% | -7.4% | -15.5% |
| 6M | -29.5% | +5.7% | -35.2% | -33.2% |
| YTD | +31.9% | -9.1% | +41.0% | +33.2% |
| 1Y | -3.6% | -0.8% | -2.8% | -7.9% |
| 3Y | +51.8% | +14.8% | +37.0% | +26.6% |
| 5Y | -46.9% | -11.5% | -35.4% | -47.7% |
| 10Y | +677.5% | +27.9% | +649.6% | +424.2% |
| All | +594.0% | +40.0% | +554.0% | +381.4% |
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