+700.6%
IYR vs RIG
-87.9%
+788.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -2.9% | +13.8% | -16.7% | -4.5% |
| 3M | +0.8% | -6.4% | +7.2% | +1.3% |
| 6M | +1.9% | -8.2% | +10.0% | +2.0% |
| YTD | +9.6% | +41.6% | -32.0% | +3.5% |
| 1Y | +8.1% | +88.7% | -80.6% | -2.2% |
| 3Y | +29.2% | -30.9% | +60.1% | +28.4% |
| 5Y | +4.3% | +57.7% | -53.4% | -12.8% |
| 10Y | +64.7% | -39.3% | +103.9% | +21.3% |
| All | +700.6% | -87.9% | +788.5% | +645.0% |
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 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