+313.4%
IVV vs RIG
-48.7%
+362.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.1% |
| 7D | -0.9% | -2.6% | +1.6% | -0.7% |
| 30D | -2.3% | -5.2% | +2.8% | -2.0% |
| 3M | -1.2% | -8.6% | +7.5% | -0.7% |
| 6M | +3.3% | -18.9% | +22.2% | +4.7% |
| YTD | +12.3% | +28.6% | -16.2% | +8.2% |
| 1Y | +12.5% | +25.5% | -13.0% | +8.6% |
| 3Y | +79.2% | -20.2% | +99.3% | +75.4% |
| 5Y | +75.6% | +53.9% | +21.7% | +55.4% |
| 10Y | +313.4% | -48.8% | +362.2% | +248.4% |
| All | +313.4% | -48.7% | +362.1% | +248.4% |
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 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