+37.2%
RIOT vs IYR
+6.2%
+31.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.9% |
| 7D | -1.5% | -1.4% | -0.2% | -0.4% |
| 30D | +5.7% | -2.7% | +8.3% | +7.8% |
| 3M | -17.9% | -2.1% | -15.7% | -18.3% |
| 6M | +45.0% | +3.6% | +41.4% | +30.0% |
| YTD | +69.5% | +8.1% | +61.3% | +47.4% |
| 1Y | +37.2% | +4.7% | +32.5% | +17.8% |
| All | +37.2% | +6.2% | +31.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling