+58.3%
RIG vs IRE
-97.2%
+155.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +39.6% | -36.8% | +2.0% |
| 7D | -24.5% | -27.2% | +2.7% | -24.3% |
| 30D | -2.8% | -75.1% | +72.3% | -1.7% |
| 3M | +1.6% | -77.9% | +79.4% | +2.4% |
| 6M | -15.9% | -94.6% | +78.7% | -13.8% |
| YTD | +26.9% | -91.5% | +118.4% | +20.7% |
| 1Y | +34.4% | -97.8% | +132.2% | +38.3% |
| All | +58.3% | -97.2% | +155.5% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling