-20.3%
RIOT vs IVZ
+30.5%
-50.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.5% | +5.3% |
| 7D | +6.4% | +2.6% | +3.7% | +3.9% |
| 30D | -20.4% | -3.5% | -17.0% | -17.1% |
| 3M | -28.7% | -7.4% | -21.3% | -22.9% |
| 6M | -17.7% | +14.7% | -32.4% | -27.1% |
| YTD | +21.3% | +14.6% | +6.7% | +1.0% |
| 1Y | -20.3% | +30.7% | -51.0% | -38.7% |
| All | -20.3% | +30.5% | -50.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling