+106.6%
RIOT vs IYR
+28.0%
+78.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.1% | -4.0% |
| 7D | -0.9% | -2.8% | +1.9% | +2.5% |
| 30D | +3.5% | -2.5% | +6.0% | +6.7% |
| 3M | -13.0% | -3.0% | -10.0% | -11.3% |
| 6M | +43.1% | +1.6% | +41.5% | +37.1% |
| YTD | +65.4% | +7.3% | +58.1% | +48.5% |
| 1Y | +27.7% | +5.6% | +22.1% | +16.7% |
| All | +106.6% | +28.0% | +78.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling