-30.2%
RIG vs IEF
+9.0%
-39.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.9% |
| 7D | -3.1% | -1.3% | -1.7% | -4.2% |
| 30D | -0.5% | -1.7% | +1.2% | -2.1% |
| 3M | -6.0% | -2.5% | -3.4% | -7.9% |
| 6M | -10.1% | -3.3% | -6.9% | -12.3% |
| YTD | +37.3% | -2.8% | +40.1% | +34.5% |
| 1Y | +73.9% | -2.7% | +76.6% | +70.6% |
| 3Y | -30.2% | +8.9% | -39.1% | -30.7% |
| All | -30.2% | +9.0% | -39.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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