+56.0%
RIG vs IP
-15.4%
+71.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | +4.3% | -0.9% | +5.2% | +4.6% |
| 30D | -5.8% | +6.7% | -12.5% | -8.3% |
| 3M | -6.7% | -16.6% | +9.9% | -0.7% |
| 6M | -18.7% | +6.0% | -24.6% | -23.5% |
| YTD | +28.8% | -10.7% | +39.5% | +29.5% |
| 1Y | +28.8% | -6.7% | +35.5% | +26.4% |
| 3Y | -20.0% | +17.1% | -37.1% | -36.1% |
| 5Y | +56.0% | -14.6% | +70.6% | +46.9% |
| All | +56.0% | -15.4% | +71.4% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling