+32.7%
RIG vs IRE
-97.2%
+129.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.5% | +13.7% | +0.4% |
| 7D | +4.3% | +11.1% | -6.8% | +4.0% |
| 30D | -5.8% | -75.2% | +69.3% | -5.1% |
| 3M | -6.7% | -86.4% | +79.7% | -5.8% |
| 6M | -18.7% | -94.8% | +76.2% | -17.4% |
| YTD | +28.8% | -93.3% | +122.1% | +20.9% |
| All | +32.7% | -97.2% | +129.8% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling