-63.1%
RIG vs IVZ
+1,081.7%
-1,144.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -8.2% | +1.2% | -9.4% | -8.7% |
| 30D | -0.2% | +1.8% | -2.0% | -1.2% |
| 3M | -2.7% | +15.7% | -18.5% | -9.4% |
| 6M | -7.5% | +36.3% | -43.8% | -20.3% |
| YTD | +38.3% | +24.9% | +13.3% | +23.1% |
| 1Y | +81.8% | +48.9% | +32.9% | +49.8% |
| 3Y | -30.2% | +136.8% | -167.0% | -53.2% |
| 5Y | +59.9% | +60.0% | 0.0% | +24.0% |
| 10Y | -41.9% | +63.4% | -105.3% | -55.0% |
| All | -63.1% | +1,081.7% | -1,144.8% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling