+293.0%
IBKR vs RIG
-31.7%
+324.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | -1.3% | -3.1% | +1.7% | -0.8% |
| 30D | -0.2% | -0.5% | +0.3% | -0.3% |
| 3M | +3.0% | -6.0% | +8.9% | +3.6% |
| 6M | +33.9% | -10.1% | +44.0% | +34.6% |
| YTD | +42.5% | +37.3% | +5.2% | +31.8% |
| 1Y | +44.9% | +73.9% | -29.1% | +27.7% |
| 3Y | +293.0% | -30.2% | +323.2% | +269.3% |
| All | +293.0% | -31.7% | +324.7% | +269.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling