+805.4%
RIOT vs IWD
+224.1%
+581.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +4.4% |
| 7D | +14.8% | -0.3% | +15.1% | +15.6% |
| 30D | +1.4% | +0.6% | +0.8% | -0.1% |
| 3M | -20.6% | +7.2% | -27.9% | -31.0% |
| 6M | +31.9% | +16.2% | +15.7% | +0.4% |
| YTD | +72.1% | +23.3% | +48.7% | +18.1% |
| 1Y | +65.7% | +29.6% | +36.1% | +4.7% |
| 3Y | +97.5% | +70.5% | +27.0% | -16.2% |
| 5Y | -36.7% | +73.5% | -110.2% | -70.1% |
| 10Y | +550.1% | +198.3% | +351.8% | +66.5% |
| All | +805.4% | +224.1% | +581.3% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling