+816.6%
RIOT vs IWF
+434.2%
+382.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.1% |
| 7D | +18.4% | +0.5% | +17.9% | +17.5% |
| 30D | +13.8% | -1.4% | +15.1% | +17.2% |
| 3M | -12.7% | +0.4% | -13.2% | -12.3% |
| 6M | +50.1% | +8.5% | +41.7% | +33.3% |
| YTD | +74.2% | +3.7% | +70.5% | +71.7% |
| 1Y | +45.1% | +8.5% | +36.6% | +33.8% |
| 3Y | +101.6% | +78.5% | +23.0% | -21.6% |
| 5Y | -29.6% | +73.6% | -103.3% | -65.3% |
| 10Y | +528.1% | +421.3% | +106.8% | +8.7% |
| All | +816.6% | +434.2% | +382.4% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling