+990.2%
IBKR vs RIG
-41.2%
+1,031.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.4% |
| 7D | -1.3% | -3.1% | +1.7% | -1.0% |
| 30D | -0.2% | -0.5% | +0.3% | -0.3% |
| 3M | +3.0% | -6.0% | +8.9% | +3.4% |
| 6M | +33.9% | -10.1% | +44.0% | +34.5% |
| YTD | +42.5% | +37.3% | +5.2% | +35.3% |
| 1Y | +44.9% | +73.9% | -29.1% | +32.9% |
| 3Y | +293.0% | -30.2% | +323.2% | +290.5% |
| 5Y | +497.7% | +62.5% | +435.2% | +412.3% |
| All | +990.2% | -41.2% | +1,031.4% | +785.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling