+111.7%
RIOT vs IVZ
+134.7%
-23.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.4% |
| 7D | -1.5% | -2.4% | +0.9% | +0.7% |
| 30D | +5.7% | +3.0% | +2.6% | +2.5% |
| 3M | -17.9% | +14.9% | -32.7% | -28.4% |
| 6M | +45.0% | +36.7% | +8.2% | +7.2% |
| YTD | +69.5% | +25.7% | +43.8% | +34.9% |
| 1Y | +37.2% | +47.7% | -10.5% | -6.6% |
| 3Y | +111.7% | +138.8% | -27.1% | -3.7% |
| All | +111.7% | +134.7% | -23.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling