+357.7%
IGV vs RIG
-41.2%
+398.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -2.9% | -3.1% | +0.2% | -2.6% |
| 30D | -1.5% | -0.5% | -1.0% | -1.5% |
| 3M | +11.7% | -6.0% | +17.6% | +12.0% |
| 6M | +18.4% | -10.1% | +28.6% | +19.0% |
| YTD | -3.9% | +37.3% | -41.2% | -7.4% |
| 1Y | -9.7% | +73.9% | -83.6% | -15.1% |
| 3Y | +38.4% | -30.2% | +68.6% | +37.5% |
| 5Y | +21.6% | +62.5% | -40.9% | +8.8% |
| All | +357.7% | -41.2% | +398.9% | +287.2% |
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