+502.2%
RIOT vs IWD
+202.0%
+300.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | +0.3% |
| 7D | +18.4% | -1.2% | +19.6% | +21.3% |
| 30D | +13.8% | -1.6% | +15.4% | +17.2% |
| 3M | -12.7% | +7.0% | -19.8% | -24.3% |
| 6M | +50.1% | +17.0% | +33.2% | +12.0% |
| YTD | +74.2% | +21.6% | +52.6% | +22.0% |
| 1Y | +45.1% | +28.0% | +17.1% | -6.9% |
| 3Y | +101.6% | +70.6% | +31.0% | -15.7% |
| 5Y | -29.6% | +73.3% | -102.9% | -67.1% |
| All | +502.2% | +202.0% | +300.2% | +27.6% |
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