-41.2%
RIG vs IWD
+201.1%
-242.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.6% |
| 7D | -4.2% | -2.3% | -1.8% | +0.4% |
| 30D | -0.7% | -1.8% | +1.1% | +2.6% |
| 3M | -4.0% | +8.0% | -12.0% | -18.2% |
| 6M | -6.3% | +17.0% | -23.3% | -32.8% |
| YTD | +39.7% | +21.3% | +18.4% | -6.1% |
| 1Y | +78.1% | +27.9% | +50.1% | +7.8% |
| 3Y | -29.5% | +70.1% | -99.5% | -75.1% |
| 5Y | +65.3% | +74.2% | -8.8% | -42.6% |
| All | -41.2% | +201.1% | -242.3% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling