-85.8%
RIG vs IAU
+858.9%
-944.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.0% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +9.5% | +0.3% | +9.2% | +9.3% |
| 3M | -6.6% | +0.7% | -7.3% | -7.2% |
| 6M | -2.9% | -15.5% | +12.6% | +2.1% |
| YTD | +39.5% | +1.0% | +38.5% | +37.5% |
| 1Y | +82.3% | +19.6% | +62.7% | +69.0% |
| 3Y | -29.6% | +125.4% | -155.0% | -48.2% |
| 5Y | +63.2% | +140.7% | -77.6% | +17.7% |
| 10Y | -45.0% | +218.1% | -263.1% | -64.9% |
| All | -85.8% | +858.9% | -944.7% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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