-47.4%
RIG vs IP
+230.4%
-277.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -12.2% | 0.0% | -12.2% | -12.2% |
| 30D | -6.0% | +9.4% | -15.4% | -10.1% |
| 3M | -9.4% | -14.1% | +4.6% | -3.8% |
| 6M | -19.1% | +9.2% | -28.2% | -25.2% |
| YTD | +25.4% | -7.5% | +33.0% | +23.3% |
| 1Y | +23.3% | -2.8% | +26.1% | +18.1% |
| 3Y | -22.1% | +21.2% | -43.3% | -35.5% |
| 5Y | +50.1% | -11.5% | +61.6% | +43.8% |
| 10Y | -50.7% | +23.7% | -74.3% | -56.7% |
| All | -47.4% | +230.4% | -277.7% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling