+83.6%
IYR vs RIG
-46.1%
+129.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.2% |
| 7D | +0.6% | +5.7% | -5.1% | +0.2% |
| 30D | +6.6% | -0.7% | +7.3% | +6.4% |
| 3M | -1.8% | -3.1% | +1.3% | -1.9% |
| 6M | +1.4% | -16.3% | +17.8% | +2.2% |
| YTD | +10.5% | +34.1% | -23.6% | +6.9% |
| 1Y | +10.6% | +38.2% | -27.5% | +6.7% |
| 3Y | +41.8% | -15.3% | +57.1% | +38.7% |
| 5Y | +6.0% | +62.5% | -56.4% | -4.3% |
| All | +83.6% | -46.1% | +129.6% | +51.0% |
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