+12.4%
IYR vs RIG
+43.0%
-30.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.6% | +10.8% | +3.0% |
| 7D | +6.9% | -18.8% | +25.7% | +6.7% |
| 30D | +10.2% | -1.1% | +11.3% | +10.0% |
| 3M | -0.3% | +4.4% | -4.7% | -0.6% |
| 6M | +3.6% | -20.8% | +24.4% | +3.9% |
| YTD | +12.5% | +32.0% | -19.5% | +7.7% |
| 1Y | +12.4% | +39.7% | -27.3% | +6.6% |
| All | +12.4% | +43.0% | -30.6% | +6.6% |
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 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