-86.8%
RIG vs IJR
+1,130.2%
-1,217.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.4% |
| 7D | -8.2% | -1.1% | -7.1% | -7.0% |
| 30D | -0.2% | -3.6% | +3.4% | +4.0% |
| 3M | -2.7% | +2.3% | -5.0% | -6.1% |
| 6M | -7.5% | +14.3% | -21.8% | -22.2% |
| YTD | +38.3% | +19.3% | +19.0% | +11.1% |
| 1Y | +81.8% | +22.6% | +59.2% | +41.6% |
| 3Y | -30.2% | +53.5% | -83.7% | -57.2% |
| 5Y | +59.9% | +39.9% | +20.0% | +12.2% |
| 10Y | -41.9% | +172.1% | -214.0% | -73.5% |
| All | -86.8% | +1,130.2% | -1,217.1% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling