-26.7%
RIOT vs IYR
+6.0%
-32.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.3% |
| 7D | -1.5% | -1.4% | -0.2% | +0.7% |
| 30D | +5.7% | -2.7% | +8.3% | +10.2% |
| 3M | -17.9% | -2.1% | -15.7% | -16.8% |
| 6M | +45.0% | +3.6% | +41.4% | +34.0% |
| YTD | +69.5% | +8.1% | +61.3% | +46.8% |
| 1Y | +37.2% | +4.7% | +32.5% | +24.8% |
| 3Y | +111.7% | +29.1% | +82.6% | +32.9% |
| All | -26.7% | +6.0% | -32.8% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling