+65.6%
IYR vs RIG
-40.1%
+105.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.8% | -4.2% | +1.3% | -2.5% |
| 30D | -2.5% | -0.7% | -1.8% | -2.5% |
| 3M | -3.0% | -4.0% | +1.0% | -2.8% |
| 6M | +1.6% | -6.3% | +8.0% | +1.6% |
| YTD | +7.3% | +39.7% | -32.4% | +3.8% |
| 1Y | +5.6% | +78.1% | -72.5% | -0.1% |
| 3Y | +28.1% | -29.5% | +57.6% | +27.4% |
| 5Y | +6.1% | +65.3% | -59.2% | -4.3% |
| All | +65.6% | -40.1% | +105.8% | +31.3% |
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