-69.9%
RIG vs IAG
+378.9%
-448.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | -8.2% | +1.7% | -9.9% | -8.5% |
| 30D | -0.2% | +11.4% | -11.6% | -2.6% |
| 3M | -2.7% | +33.0% | -35.8% | -9.1% |
| 6M | -7.5% | -6.0% | -1.5% | -8.4% |
| YTD | +38.3% | +24.6% | +13.7% | +28.5% |
| 1Y | +81.8% | +105.0% | -23.1% | +51.3% |
| 3Y | -30.2% | +837.9% | -868.1% | -59.8% |
| 5Y | +59.9% | +817.0% | -757.0% | -11.8% |
| 10Y | -41.9% | +425.3% | -467.2% | -69.2% |
| All | -69.9% | +378.9% | -448.8% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling