+171.7%
IWM vs RIG
-44.3%
+216.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -1.1% | -8.2% | +7.1% | 0.0% |
| 30D | -3.1% | -0.2% | -2.9% | -3.2% |
| 3M | +2.2% | -2.7% | +4.9% | +2.2% |
| 6M | +15.1% | -7.5% | +22.5% | +15.2% |
| YTD | +18.6% | +38.3% | -19.7% | +11.4% |
| 1Y | +24.0% | +81.8% | -57.9% | +11.3% |
| 3Y | +63.7% | -30.2% | +93.9% | +63.0% |
| 5Y | +38.2% | +59.9% | -21.7% | +15.9% |
| 10Y | +171.7% | -41.9% | +213.6% | +109.6% |
| All | +171.7% | -44.3% | +216.0% | +109.6% |
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