-41.4%
RIG vs IFF
+384.9%
-426.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -4.2% | -2.8% | -1.4% | -3.0% |
| 30D | -0.7% | -1.1% | +0.4% | -0.3% |
| 3M | -4.0% | +13.8% | -17.8% | -10.5% |
| 6M | -6.3% | +16.7% | -23.0% | -15.7% |
| YTD | +39.7% | +26.1% | +13.6% | +21.3% |
| 1Y | +78.1% | +33.5% | +44.6% | +50.3% |
| 3Y | -29.5% | +31.6% | -61.1% | -41.7% |
| 5Y | +65.3% | -34.9% | +100.2% | +81.4% |
| 10Y | -41.3% | -20.3% | -21.0% | -41.0% |
| All | -41.4% | +384.9% | -426.3% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling