-41.1%
RIG vs IP
+23.4%
-64.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -4.3% |
| 7D | +0.9% | -5.3% | +6.1% | +4.3% |
| 30D | +13.8% | -10.9% | +24.7% | +22.0% |
| 3M | -6.4% | +11.2% | -17.6% | -16.8% |
| 6M | -8.2% | -10.2% | +2.1% | -7.6% |
| YTD | +41.6% | -2.0% | +43.6% | +32.6% |
| 1Y | +88.7% | -19.1% | +107.8% | +100.5% |
| 3Y | -30.9% | +20.9% | -51.7% | -52.4% |
| 5Y | +57.7% | -17.8% | +75.5% | +50.8% |
| All | -41.1% | +23.4% | -64.5% | -60.4% |
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