Sometimes a neutron is ejected (neutron radiation), usually when the entire nucleus breaks apart (which is nuclear fission). This is the same as a helium nucleus, so this is basically “high-speed-helium”. So, when you fill a balloon with helium, you’re literally filling it with what used to be radiation. Alpha, beta, and neutron radiation are made of matter and they tend to bump into things and slow down. By far, the most dangerous source of radiation that you’re likely to come across (outside of a hospital), is the Sun.