+816.6%
RIOT vs IYR
+76.3%
+740.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | +0.4% |
| 7D | +18.4% | -0.9% | +19.3% | +19.7% |
| 30D | +13.8% | -2.4% | +16.1% | +16.7% |
| 3M | -12.7% | -2.0% | -10.7% | -12.0% |
| 6M | +50.1% | +2.5% | +47.7% | +44.5% |
| YTD | +74.2% | +8.3% | +65.9% | +58.3% |
| 1Y | +45.1% | +6.5% | +38.6% | +34.1% |
| 3Y | +101.6% | +29.3% | +72.2% | +53.3% |
| 5Y | -29.6% | +5.7% | -35.3% | -30.4% |
| 10Y | +528.1% | +69.2% | +458.9% | +409.6% |
| All | +816.6% | +76.3% | +740.3% | +693.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling