+18.9%
IWM vs RIG
+43.0%
-24.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.1% | +1.8% |
| 7D | +1.0% | -18.8% | +19.7% | +1.7% |
| 30D | +0.2% | -1.1% | +1.3% | 0.0% |
| 3M | -5.6% | +4.4% | -10.0% | -6.2% |
| 6M | +2.7% | -20.8% | +23.5% | +3.7% |
| YTD | +16.2% | +32.0% | -15.8% | +6.9% |
| 1Y | +18.9% | +39.7% | -20.8% | +7.0% |
| All | +18.9% | +43.0% | -24.1% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling