+39.7%
RIG vs IAG
+56.5%
-16.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +10.2% | -17.8% | -8.8% |
| 7D | -18.8% | +1.1% | -19.9% | -18.9% |
| 30D | -1.1% | -5.3% | +4.2% | -0.3% |
| 3M | +4.4% | +18.0% | -13.6% | +0.8% |
| 6M | -20.8% | +7.1% | -27.9% | -22.9% |
| YTD | +32.0% | +5.9% | +26.0% | +24.7% |
| 1Y | +39.7% | +59.4% | -19.7% | +9.6% |
| All | +39.7% | +56.5% | -16.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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