+824.5%
RIOT vs IRM
+504.8%
+319.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | +25.1% | +1.6% | +23.5% | +24.0% |
| 30D | +8.5% | -4.2% | +12.7% | +11.5% |
| 3M | -13.4% | -5.4% | -8.0% | -9.4% |
| 6M | +57.1% | +12.0% | +45.1% | +49.7% |
| YTD | +75.7% | +42.0% | +33.6% | +46.8% |
| 1Y | +65.6% | +29.9% | +35.8% | +46.1% |
| 3Y | +103.3% | +104.4% | -1.1% | +39.3% |
| 5Y | -26.7% | +191.0% | -217.8% | -57.1% |
| 10Y | +527.2% | +417.1% | +110.1% | +166.0% |
| All | +824.5% | +504.8% | +319.7% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IRM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling