-48.8%
RIG vs IWD
+205.2%
-254.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +1.6% |
| 7D | -2.6% | -0.6% | -2.0% | -1.5% |
| 30D | -5.2% | +3.6% | -8.8% | -12.3% |
| 3M | -8.6% | +2.7% | -11.3% | -14.2% |
| 6M | -18.9% | +13.2% | -32.1% | -37.8% |
| YTD | +28.6% | +26.8% | +1.8% | -21.5% |
| 1Y | +25.5% | +29.3% | -3.7% | -26.3% |
| 3Y | -20.2% | +85.1% | -105.3% | -76.5% |
| 5Y | +53.9% | +74.2% | -20.3% | -47.0% |
| 10Y | -48.8% | +204.6% | -253.4% | -93.1% |
| All | -48.8% | +205.2% | -254.0% | -93.1% |
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