+144.3%
IWM vs RIG
-48.2%
+192.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.8% | +4.3% | -1.6% | +2.1% |
| 30D | +0.6% | -5.8% | +6.5% | +1.2% |
| 3M | -7.8% | -6.7% | -1.1% | -7.4% |
| 6M | -1.0% | -18.7% | +17.7% | +0.9% |
| YTD | +13.9% | +28.8% | -14.9% | +7.6% |
| 1Y | +15.4% | +28.8% | -13.4% | +8.9% |
| 3Y | +70.2% | -20.0% | +90.2% | +65.7% |
| 5Y | +23.7% | +56.0% | -32.3% | +3.9% |
| All | +144.3% | -48.2% | +192.5% | +95.0% |
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 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