+485.8%
RIOT vs ITOT
+303.4%
+182.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +0.6% |
| 7D | -1.5% | -0.9% | -0.6% | +0.6% |
| 30D | +5.7% | -1.5% | +7.1% | +9.4% |
| 3M | -17.9% | +3.6% | -21.4% | -23.5% |
| 6M | +45.0% | +13.7% | +31.3% | +13.2% |
| YTD | +69.5% | +12.9% | +56.5% | +36.9% |
| 1Y | +37.2% | +17.2% | +20.0% | +4.4% |
| 3Y | +111.7% | +75.6% | +36.1% | -22.6% |
| 5Y | -27.5% | +75.5% | -103.0% | -67.7% |
| All | +485.8% | +303.4% | +182.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling