-42.2%
RIG vs IBN
+324.2%
-366.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.5% |
| 7D | -3.1% | -3.0% | -0.1% | -1.9% |
| 30D | -0.5% | -1.5% | +1.0% | 0.0% |
| 3M | -6.0% | +7.9% | -13.9% | -9.2% |
| 6M | -10.1% | +8.6% | -18.8% | -14.0% |
| YTD | +37.3% | -0.6% | +37.8% | +35.7% |
| 1Y | +73.9% | -7.3% | +81.3% | +76.9% |
| 3Y | -30.2% | +26.2% | -56.4% | -39.4% |
| 5Y | +62.5% | +57.8% | +4.6% | +25.1% |
| All | -42.2% | +324.2% | -366.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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