+72.5%
RIG vs IRE
-84.0%
+156.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.8% |
| 7D | -8.2% | +29.0% | -37.2% | -8.6% |
| 30D | -0.2% | +24.2% | -24.4% | -0.6% |
| 3M | -2.7% | -53.2% | +50.4% | -2.3% |
| 6M | -7.5% | -36.0% | +28.6% | -10.6% |
| YTD | +38.3% | -51.0% | +89.3% | +29.5% |
| All | +72.5% | -84.0% | +156.5% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling