-26.7%
RIOT vs IRM
+197.3%
-224.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +0.7% |
| 7D | -1.5% | -1.4% | -0.1% | -0.2% |
| 30D | +5.7% | -7.4% | +13.0% | +13.1% |
| 3M | -17.9% | -7.4% | -10.5% | -11.2% |
| 6M | +45.0% | +8.7% | +36.3% | +38.1% |
| YTD | +69.5% | +40.9% | +28.5% | +31.7% |
| 1Y | +37.2% | +20.5% | +16.7% | +20.4% |
| 3Y | +111.7% | +101.7% | +10.0% | +13.7% |
| All | -26.7% | +197.3% | -224.1% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling