+808.3%
IWM vs RIG
-86.7%
+895.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.8% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | -1.3% | +13.8% | -15.1% | -3.7% |
| 3M | +1.6% | -6.4% | +8.0% | +2.3% |
| 6M | +13.6% | -8.2% | +21.7% | +13.8% |
| YTD | +20.8% | +41.6% | -20.9% | +11.2% |
| 1Y | +26.4% | +88.7% | -62.3% | +9.6% |
| 3Y | +60.7% | -30.9% | +91.5% | +60.4% |
| 5Y | +38.2% | +57.7% | -19.5% | +9.6% |
| 10Y | +169.5% | -39.3% | +208.7% | +88.5% |
| All | +808.3% | -86.7% | +895.0% | +670.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling