-28.9%
RIG vs IAG
+796.9%
-825.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.4% |
| 7D | -4.2% | -4.1% | -0.1% | -3.5% |
| 30D | -0.7% | +10.6% | -11.3% | -2.5% |
| 3M | -4.0% | +35.4% | -39.4% | -9.2% |
| 6M | -6.3% | -9.5% | +3.2% | -6.1% |
| YTD | +39.7% | +21.8% | +17.9% | +32.3% |
| 1Y | +78.1% | +84.1% | -6.1% | +56.5% |
| All | -28.9% | +796.9% | -825.8% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling