-29.7%
RIG vs IRM
+102.2%
-131.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -8.2% | +3.0% | -11.2% | -9.1% |
| 30D | -0.2% | -5.2% | +5.0% | +1.3% |
| 3M | -2.7% | -8.0% | +5.3% | -0.6% |
| 6M | -7.5% | +9.2% | -16.6% | -12.2% |
| YTD | +38.3% | +41.0% | -2.7% | +18.7% |
| 1Y | +81.8% | +23.3% | +58.6% | +63.7% |
| All | -29.7% | +102.2% | -131.9% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling