+805.4%
RIOT vs IRM
+508.9%
+296.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.1% |
| 7D | +14.8% | -0.5% | +15.3% | +15.3% |
| 30D | +1.4% | -8.1% | +9.5% | +6.9% |
| 3M | -20.6% | -9.7% | -11.0% | -14.5% |
| 6M | +31.9% | +10.0% | +21.9% | +27.1% |
| YTD | +72.1% | +43.0% | +29.1% | +43.1% |
| 1Y | +65.7% | +32.7% | +33.0% | +44.3% |
| 3Y | +97.5% | +102.7% | -5.3% | +35.8% |
| 5Y | -36.7% | +187.6% | -224.3% | -62.8% |
| 10Y | +550.1% | +420.1% | +130.0% | +174.3% |
| All | +805.4% | +508.9% | +296.5% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling