+363.6%
IGV vs RIG
-46.1%
+409.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.6% |
| 7D | +2.3% | +5.7% | -3.4% | +1.8% |
| 30D | -6.0% | -0.7% | -5.3% | -6.1% |
| 3M | -4.8% | -3.1% | -1.6% | -4.8% |
| 6M | +14.2% | -16.3% | +30.5% | +15.4% |
| YTD | -4.2% | +34.1% | -38.4% | -7.8% |
| 1Y | -5.3% | +38.2% | -43.4% | -9.1% |
| 3Y | +38.8% | -15.3% | +54.1% | +35.4% |
| 5Y | +14.2% | +62.5% | -48.3% | +2.2% |
| All | +363.6% | -46.1% | +409.6% | +306.1% |
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 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