-19.2%
RIOT vs IRE
-97.2%
+78.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +39.6% | -26.4% | +1.6% |
| 7D | +30.4% | -27.2% | +57.6% | +36.0% |
| 30D | -9.9% | -75.1% | +65.3% | +25.9% |
| 3M | -21.2% | -77.9% | +56.6% | +9.8% |
| 6M | -29.5% | -94.6% | +65.1% | +24.5% |
| YTD | +31.9% | -91.5% | +123.4% | +81.6% |
| 1Y | -3.6% | -97.8% | +94.2% | +70.0% |
| All | -19.2% | -97.2% | +78.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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