+23.1%
RIG vs IP
-2.1%
+25.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.5% |
| 7D | -17.0% | -3.0% | -14.0% | -16.8% |
| 30D | -6.2% | +10.6% | -16.8% | -6.6% |
| 3M | -1.7% | -13.6% | +11.9% | -0.8% |
| 6M | -19.2% | +10.4% | -29.6% | -21.5% |
| YTD | +25.2% | -6.5% | +31.7% | +31.7% |
| All | +23.1% | -2.1% | +25.2% | +27.3% |
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