+949.2%
IGV vs RIG
-83.7%
+1,032.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.5% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | -8.1% | -5.2% | -3.0% | -7.7% |
| 3M | -1.6% | -8.6% | +7.0% | -0.9% |
| 6M | +12.7% | -18.9% | +31.7% | +15.0% |
| YTD | -3.3% | +28.6% | -31.8% | -8.3% |
| 1Y | -7.9% | +25.5% | -33.4% | -12.6% |
| 3Y | +40.3% | -20.2% | +60.5% | +36.6% |
| 5Y | +17.3% | +53.9% | -36.6% | -2.3% |
| 10Y | +362.3% | -48.8% | +411.1% | +250.5% |
| All | +949.2% | -83.7% | +1,032.8% | +637.3% |
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