+973.2%
IGV vs RIG
-82.0%
+1,055.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.8% |
| 7D | -4.5% | +0.9% | -5.4% | -4.7% |
| 30D | +3.2% | +13.8% | -10.6% | +1.2% |
| 3M | +4.5% | -6.4% | +10.9% | +5.1% |
| 6M | +22.1% | -8.2% | +30.3% | +22.5% |
| YTD | -1.0% | +41.6% | -42.7% | -7.1% |
| 1Y | -2.1% | +88.7% | -90.8% | -12.3% |
| 3Y | +44.6% | -30.9% | +75.4% | +43.9% |
| 5Y | +22.2% | +57.7% | -35.5% | +1.3% |
| 10Y | +364.7% | -39.3% | +404.0% | +240.7% |
| All | +973.2% | -82.0% | +1,055.2% | +647.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling