+40.9%
RIG vs IP
-12.0%
+52.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | -24.5% | -5.1% | -19.4% | -23.0% |
| 30D | -2.8% | +8.5% | -11.3% | -5.9% |
| 3M | +1.6% | -13.8% | +15.4% | +6.7% |
| 6M | -15.9% | +5.7% | -21.6% | -20.7% |
| YTD | +26.9% | -9.1% | +36.0% | +26.9% |
| 1Y | +34.4% | -0.8% | +35.2% | +28.1% |
| 3Y | -21.2% | +14.8% | -36.0% | -35.8% |
| All | +40.9% | -12.0% | +52.9% | +30.3% |
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 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