+485.8%
RIOT vs IWF
+422.7%
+63.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +0.9% |
| 7D | -1.5% | -0.9% | -0.6% | +0.4% |
| 30D | +5.7% | -1.7% | +7.4% | +9.8% |
| 3M | -17.9% | +0.7% | -18.5% | -17.9% |
| 6M | +45.0% | +8.6% | +36.4% | +28.4% |
| YTD | +69.5% | +3.5% | +65.9% | +67.6% |
| 1Y | +37.2% | +7.0% | +30.2% | +29.7% |
| 3Y | +111.7% | +76.3% | +35.4% | -16.7% |
| 5Y | -27.5% | +74.8% | -102.3% | -65.0% |
| All | +485.8% | +422.7% | +63.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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