-49.6%
RIG vs IP
+31.6%
-81.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -3.2% |
| 7D | -17.0% | -3.0% | -14.0% | -15.3% |
| 30D | -6.2% | +10.6% | -16.8% | -12.7% |
| 3M | -1.7% | -13.6% | +11.9% | +6.7% |
| 6M | -19.2% | +10.4% | -29.6% | -29.3% |
| YTD | +25.2% | -6.5% | +31.7% | +19.7% |
| 1Y | +29.9% | -2.1% | +32.0% | +19.3% |
| 3Y | -21.3% | +22.0% | -43.3% | -47.5% |
| 5Y | +40.5% | -9.7% | +50.2% | +19.6% |
| 10Y | -49.6% | +26.8% | -76.4% | -65.2% |
| All | -49.6% | +31.6% | -81.2% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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