+471.6%
RIOT vs IWD
+201.1%
+270.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -4.5% |
| 7D | -0.9% | -2.3% | +1.4% | +3.7% |
| 30D | +3.5% | -1.8% | +5.3% | +7.0% |
| 3M | -13.0% | +8.0% | -21.0% | -25.9% |
| 6M | +43.1% | +17.0% | +26.1% | +6.8% |
| YTD | +65.4% | +21.3% | +44.1% | +16.5% |
| 1Y | +27.7% | +27.9% | -0.2% | -17.9% |
| 3Y | +91.3% | +70.1% | +21.3% | -19.5% |
| 5Y | -29.3% | +74.2% | -103.4% | -67.1% |
| All | +471.6% | +201.1% | +270.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling