-30.2%
RIG vs IJR
+52.1%
-82.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.3% |
| 7D | -3.1% | -2.2% | -0.9% | -0.8% |
| 30D | -0.5% | -4.6% | +4.1% | +4.5% |
| 3M | -6.0% | +0.2% | -6.2% | -7.1% |
| 6M | -10.1% | +14.7% | -24.9% | -25.2% |
| YTD | +37.3% | +18.9% | +18.4% | +9.8% |
| 1Y | +73.9% | +19.9% | +54.0% | +37.6% |
| 3Y | -30.2% | +53.0% | -83.2% | -55.0% |
| All | -30.2% | +52.1% | -82.2% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling