-42.2%
RIG vs IJR
+172.1%
-214.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.6% |
| 7D | -3.1% | -2.2% | -0.9% | +0.2% |
| 30D | -0.5% | -4.6% | +4.1% | +6.7% |
| 3M | -6.0% | +0.2% | -6.2% | -7.5% |
| 6M | -10.1% | +14.7% | -24.9% | -29.8% |
| YTD | +37.3% | +18.9% | +18.4% | +1.5% |
| 1Y | +73.9% | +19.9% | +54.0% | +26.5% |
| 3Y | -30.2% | +53.0% | -83.2% | -66.3% |
| 5Y | +62.5% | +40.9% | +21.6% | -10.0% |
| All | -42.2% | +172.1% | -214.3% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling