+18.4%
IWM vs RIG
+34.1%
-15.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.5% | -0.5% |
| 7D | +1.4% | +5.7% | -4.3% | +1.2% |
| 30D | +2.3% | -0.7% | +3.0% | +2.1% |
| 3M | -8.3% | -3.1% | -5.2% | -8.4% |
| 6M | -1.3% | -16.3% | +15.0% | -0.8% |
| YTD | +13.5% | +34.1% | -20.6% | +5.3% |
| 1Y | +18.4% | +38.2% | -19.8% | +9.2% |
| All | +18.4% | +34.1% | -15.7% | +9.2% |
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