-30.2%
RIG vs IFF
+29.0%
-59.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -3.1% | -3.2% | +0.1% | -2.5% |
| 30D | -0.5% | -0.3% | -0.2% | -0.5% |
| 3M | -6.0% | +8.4% | -14.4% | -8.0% |
| 6M | -10.1% | +23.0% | -33.2% | -16.7% |
| YTD | +37.3% | +25.5% | +11.8% | +26.5% |
| 1Y | +73.9% | +29.1% | +44.9% | +58.2% |
| 3Y | -30.2% | +31.7% | -61.8% | -37.5% |
| All | -30.2% | +29.0% | -59.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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