+56.2%
RIG vs IRE
-97.3%
+153.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | -17.0% | -15.5% | -1.5% | -17.0% |
| 30D | -6.2% | -70.4% | +64.2% | -5.2% |
| 3M | -1.7% | -81.6% | +79.9% | -0.5% |
| 6M | -19.2% | -94.7% | +75.5% | -17.1% |
| YTD | +25.2% | -91.8% | +116.9% | +19.1% |
| 1Y | +29.9% | -97.6% | +127.5% | +32.6% |
| All | +56.2% | -97.3% | +153.5% | +56.3% |
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