+670.6%
RIOT vs IWD
+205.2%
+465.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.2% |
| 7D | +18.9% | -0.6% | +19.5% | +20.3% |
| 30D | +11.0% | +3.6% | +7.4% | +3.7% |
| 3M | -9.7% | +2.7% | -12.3% | -14.3% |
| 6M | -27.9% | +13.2% | -41.1% | -43.6% |
| YTD | +44.3% | +26.8% | +17.5% | -6.5% |
| 1Y | +13.3% | +29.3% | -16.0% | -29.0% |
| 3Y | +76.4% | +85.1% | -8.7% | -36.9% |
| 5Y | -53.8% | +74.2% | -128.0% | -79.0% |
| 10Y | +670.6% | +204.6% | +466.0% | +200.8% |
| All | +670.6% | +205.2% | +465.4% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling