+25.5%
RIG vs IWD
+30.1%
-4.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -2.6% | -0.6% | -2.0% | -2.1% |
| 30D | -5.2% | +3.6% | -8.8% | -7.2% |
| 3M | -8.6% | +2.7% | -11.3% | -10.0% |
| 6M | -18.9% | +13.2% | -32.1% | -27.3% |
| YTD | +28.6% | +26.8% | +1.8% | -0.9% |
| 1Y | +25.5% | +29.3% | -3.7% | -5.6% |
| All | +25.5% | +30.1% | -4.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling