-42.2%
RIG vs IVZ
+65.9%
-108.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.5% |
| 7D | -3.1% | -2.4% | -0.7% | -1.4% |
| 30D | -0.5% | +3.0% | -3.6% | -3.2% |
| 3M | -6.0% | +14.9% | -20.8% | -16.8% |
| 6M | -10.1% | +36.7% | -46.9% | -31.7% |
| YTD | +37.3% | +25.7% | +11.6% | +9.9% |
| 1Y | +73.9% | +47.7% | +26.2% | +21.8% |
| 3Y | -30.2% | +138.8% | -169.0% | -68.4% |
| 5Y | +62.5% | +62.1% | +0.4% | -5.8% |
| All | -42.2% | +65.9% | -108.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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