-16.7%
IBM vs RIG
+34.1%
-50.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +1.0% |
| 7D | +1.6% | +5.7% | -4.2% | +1.5% |
| 30D | +9.2% | -0.7% | +9.9% | +9.4% |
| 3M | +4.9% | -3.1% | +8.1% | +5.2% |
| 6M | +16.8% | -16.3% | +33.1% | +16.0% |
| YTD | -14.3% | +34.1% | -48.4% | -15.6% |
| 1Y | -16.7% | +38.2% | -54.9% | -18.1% |
| All | -16.7% | +34.1% | -50.9% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling