+0.7%
IVV vs RIG
-11.9%
+12.7%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.3% |
| 7D | -2.7% | -24.5% | +21.8% | -2.7% |
| 30D | -5.4% | -2.8% | -2.6% | -5.4% |
| 3M | -4.1% | +1.6% | -5.6% | -4.2% |
| 6M | +0.7% | -15.9% | +16.6% | +1.1% |
| All | +0.7% | -11.9% | +12.7% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling