+72.4%
IBM vs RIG
-28.9%
+101.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.4% |
| 30D | -1.5% | +9.5% | -11.0% | -2.1% |
| 3M | -16.8% | -6.6% | -10.1% | -16.5% |
| 6M | -9.0% | -2.9% | -6.2% | -9.4% |
| YTD | -20.1% | +39.5% | -59.5% | -22.9% |
| 1Y | -7.0% | +82.3% | -89.3% | -12.9% |
| 3Y | +72.4% | -29.6% | +102.0% | +63.9% |
| All | +72.4% | -28.9% | +101.3% | +63.9% |
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 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