-42.2%
RIG vs IRM
+440.8%
-483.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -3.1% |
| 7D | -3.1% | -1.4% | -1.6% | -2.2% |
| 30D | -0.5% | -7.4% | +6.9% | +4.1% |
| 3M | -6.0% | -7.4% | +1.4% | -2.5% |
| 6M | -10.1% | +8.7% | -18.8% | -18.4% |
| YTD | +37.3% | +40.9% | -3.7% | +3.1% |
| 1Y | +73.9% | +20.5% | +53.4% | +45.0% |
| 3Y | -30.2% | +101.7% | -131.9% | -64.4% |
| 5Y | +62.5% | +197.7% | -135.2% | -42.7% |
| All | -42.2% | +440.8% | -483.0% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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