+141.6%
IBM vs RIG
-49.1%
+190.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.5% | -12.2% | +10.7% | -0.4% |
| 30D | +8.4% | -6.0% | +14.4% | +8.9% |
| 3M | +4.2% | -9.4% | +13.6% | +4.9% |
| 6M | +7.9% | -19.1% | +27.0% | +9.4% |
| YTD | -15.2% | +25.4% | -40.6% | -18.1% |
| 1Y | -18.7% | +23.3% | -42.1% | -21.5% |
| 3Y | +79.2% | -22.1% | +101.3% | +76.0% |
| 5Y | +144.7% | +50.1% | +94.6% | +114.6% |
| 10Y | +141.6% | -50.7% | +192.3% | +98.5% |
| All | +141.6% | -49.1% | +190.7% | +98.5% |
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