-41.8%
RIG vs IWD
+202.0%
-243.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | +0.3% |
| 7D | -8.2% | -1.2% | -7.0% | -6.1% |
| 30D | -0.2% | -1.6% | +1.5% | +2.9% |
| 3M | -2.7% | +7.0% | -9.7% | -15.6% |
| 6M | -7.5% | +17.0% | -24.4% | -33.6% |
| YTD | +38.3% | +21.6% | +16.6% | -7.6% |
| 1Y | +81.8% | +28.0% | +53.9% | +10.0% |
| 3Y | -30.2% | +70.6% | -100.7% | -75.5% |
| 5Y | +59.9% | +73.3% | -13.4% | -43.9% |
| All | -41.8% | +202.0% | -243.8% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling