+824.5%
RIOT vs IVZ
+65.6%
+758.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.7% |
| 7D | +25.1% | +1.1% | +24.0% | +24.3% |
| 30D | +8.5% | +3.1% | +5.4% | +5.9% |
| 3M | -13.4% | +18.2% | -31.5% | -23.1% |
| 6M | +57.1% | +38.6% | +18.5% | +24.9% |
| YTD | +75.7% | +25.9% | +49.8% | +49.5% |
| 1Y | +65.6% | +51.7% | +14.0% | +23.6% |
| 3Y | +103.3% | +138.7% | -35.4% | +12.6% |
| 5Y | -26.7% | +62.8% | -89.5% | -46.3% |
| 10Y | +527.2% | +60.9% | +466.2% | +333.2% |
| All | +824.5% | +65.6% | +758.9% | +528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling