-29.3%
RIOT vs IVZ
+57.9%
-87.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.6% |
| 7D | -0.9% | -2.4% | +1.5% | +1.6% |
| 30D | +3.5% | +2.5% | +1.0% | +0.6% |
| 3M | -13.0% | +17.1% | -30.1% | -26.6% |
| 6M | +43.1% | +35.1% | +8.0% | +3.9% |
| YTD | +65.4% | +24.3% | +41.0% | +30.2% |
| 1Y | +27.7% | +48.7% | -20.9% | -17.3% |
| 3Y | +91.3% | +135.6% | -44.3% | -27.3% |
| 5Y | -29.3% | +60.3% | -89.6% | -55.0% |
| All | -29.3% | +57.9% | -87.2% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling