+74.0%
RIG vs IRE
-82.8%
+156.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.2% | -11.8% | -1.7% |
| 7D | -2.7% | +58.9% | -61.6% | -3.4% |
| 30D | +9.5% | +17.2% | -7.7% | +9.1% |
| 3M | -6.6% | -58.6% | +52.0% | -6.0% |
| 6M | -2.9% | -23.5% | +20.6% | -6.9% |
| YTD | +39.5% | -47.4% | +86.9% | +30.6% |
| All | +74.0% | -82.8% | +156.9% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling