+1,395.9%
IBKR vs RIG
-93.1%
+1,489.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.1% |
| 7D | -3.8% | -4.2% | +0.4% | -3.1% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | +4.8% | -4.0% | +8.8% | +5.0% |
| 6M | +30.8% | -6.3% | +37.1% | +30.7% |
| YTD | +39.5% | +39.7% | -0.2% | +30.1% |
| 1Y | +43.7% | +78.1% | -34.4% | +28.1% |
| 3Y | +284.7% | -29.5% | +314.1% | +282.6% |
| 5Y | +484.9% | +65.3% | +419.6% | +372.7% |
| 10Y | +980.8% | -41.3% | +1,022.1% | +690.4% |
| All | +1,395.9% | -93.1% | +1,489.1% | +1,679.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling