+106.6%
RIOT vs IRM
+98.2%
+8.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -3.3% |
| 7D | -0.9% | -1.8% | +0.9% | +0.8% |
| 30D | +3.5% | -7.8% | +11.3% | +11.3% |
| 3M | -13.0% | -7.9% | -5.1% | -5.2% |
| 6M | +43.1% | +6.3% | +36.8% | +39.2% |
| YTD | +65.4% | +38.2% | +27.2% | +31.9% |
| 1Y | +27.7% | +19.8% | +7.9% | +13.1% |
| All | +106.6% | +98.2% | +8.5% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling