-48.8%
RIG vs IP
+22.3%
-71.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.4% |
| 7D | -2.6% | -2.8% | +0.2% | -0.8% |
| 30D | -5.2% | +9.2% | -14.4% | -11.1% |
| 3M | -8.6% | -16.1% | +7.5% | +1.2% |
| 6M | -18.9% | +9.6% | -28.5% | -28.8% |
| YTD | +28.6% | -8.8% | +37.3% | +25.0% |
| 1Y | +25.5% | -5.5% | +31.0% | +18.1% |
| 3Y | -20.2% | +19.6% | -39.8% | -46.2% |
| 5Y | +53.9% | -13.5% | +67.4% | +35.6% |
| 10Y | -48.8% | +22.4% | -71.2% | -63.1% |
| All | -48.8% | +22.3% | -71.1% | -63.1% |
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