-42.2%
RIG vs IAG
+427.6%
-469.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.9% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | -0.5% | +12.1% | -12.6% | -2.7% |
| 3M | -6.0% | +25.5% | -31.5% | -10.3% |
| 6M | -10.1% | -7.1% | -3.0% | -10.6% |
| YTD | +37.3% | +22.9% | +14.4% | +29.2% |
| 1Y | +73.9% | +83.3% | -9.4% | +51.5% |
| 3Y | -30.2% | +808.5% | -838.7% | -56.4% |
| 5Y | +62.5% | +838.0% | -775.5% | -3.3% |
| All | -42.2% | +427.6% | -469.8% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling