-86.2%
RIG vs IBN
+1,491.4%
-1,577.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.8% |
| 7D | -2.7% | -2.2% | -0.5% | -2.1% |
| 30D | +9.5% | -2.3% | +11.8% | +10.2% |
| 3M | -6.6% | +15.9% | -22.5% | -10.7% |
| 6M | -2.9% | +5.6% | -8.5% | -4.9% |
| YTD | +39.5% | -0.1% | +39.5% | +38.3% |
| 1Y | +82.3% | -6.5% | +88.8% | +84.0% |
| 3Y | -29.6% | +29.3% | -58.9% | -35.9% |
| 5Y | +63.2% | +56.6% | +6.6% | +39.3% |
| 10Y | -45.0% | +314.4% | -359.4% | -64.7% |
| All | -86.2% | +1,491.4% | -1,577.6% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling