-75.8%
RIG vs IEF
+128.5%
-204.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -1.3% |
| 7D | -8.2% | -0.3% | -7.9% | -8.6% |
| 30D | -0.2% | -0.6% | +0.4% | -1.1% |
| 3M | -2.7% | -1.0% | -1.7% | -4.0% |
| 6M | -7.5% | -3.1% | -4.4% | -11.5% |
| YTD | +38.3% | -1.9% | +40.1% | +34.7% |
| 1Y | +81.8% | -1.4% | +83.2% | +78.9% |
| 3Y | -30.2% | +9.8% | -40.0% | -18.1% |
| 5Y | +59.9% | -8.8% | +68.8% | +34.7% |
| 10Y | -41.9% | +4.7% | -46.6% | -34.3% |
| All | -75.8% | +128.5% | -204.3% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling