+805.4%
RIOT vs IP
+51.0%
+754.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +1.9% |
| 7D | +14.8% | -5.3% | +20.1% | +18.2% |
| 30D | +1.4% | -10.9% | +12.2% | +7.5% |
| 3M | -20.6% | +11.2% | -31.8% | -26.2% |
| 6M | +31.9% | -10.2% | +42.1% | +36.8% |
| YTD | +72.1% | -2.0% | +74.0% | +67.9% |
| 1Y | +65.7% | -19.1% | +84.7% | +78.2% |
| 3Y | +97.5% | +20.9% | +76.6% | +61.5% |
| 5Y | -36.7% | -17.8% | -18.9% | -34.9% |
| 10Y | +550.1% | +23.5% | +526.6% | +368.2% |
| All | +805.4% | +51.0% | +754.4% | +507.0% |
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