+313.7%
IVV vs RIG
-42.7%
+356.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +0.5% | -2.7% | +3.2% | +0.7% |
| 30D | -1.0% | +9.5% | -10.5% | -1.9% |
| 3M | +3.9% | -6.6% | +10.5% | +4.3% |
| 6M | +14.5% | -2.9% | +17.4% | +14.1% |
| YTD | +12.9% | +39.5% | -26.6% | +8.3% |
| 1Y | +19.4% | +82.3% | -62.9% | +11.1% |
| 3Y | +78.8% | -29.6% | +108.4% | +77.5% |
| 5Y | +82.2% | +63.2% | +19.0% | +60.3% |
| 10Y | +313.7% | -45.0% | +358.6% | +239.6% |
| All | +313.7% | -42.7% | +356.3% | +239.6% |
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