-7.5%
RIG vs IOT
+9.8%
-17.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | -1.1% |
| 7D | -8.2% | +5.1% | -13.3% | -7.9% |
| 30D | -0.2% | -3.0% | +2.9% | -0.2% |
| 3M | -2.7% | +15.0% | -17.7% | -2.6% |
| 6M | -7.5% | +13.1% | -20.6% | -9.4% |
| All | -7.5% | +9.8% | -17.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 6mo: compounded portfolio wealth divided by compounded IOT 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…
6mo analysis · Full analysis span regression · 6 months rolling