+25.5%
RIG vs IP
-4.7%
+30.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.6% |
| 7D | -2.6% | -2.8% | +0.2% | -2.4% |
| 30D | -5.2% | +9.2% | -14.4% | -5.6% |
| 3M | -8.6% | -16.1% | +7.5% | -7.6% |
| 6M | -18.9% | +9.6% | -28.5% | -21.5% |
| YTD | +28.6% | -8.8% | +37.3% | +35.6% |
| 1Y | +25.5% | -5.5% | +31.0% | +30.8% |
| All | +25.5% | -4.7% | +30.3% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling