-21.3%
RIG vs IWD
+84.1%
-105.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -4.4% |
| 7D | -17.0% | +1.3% | -18.3% | -18.9% |
| 30D | -6.2% | +3.6% | -9.7% | -11.9% |
| 3M | -1.7% | +2.3% | -4.0% | -6.0% |
| 6M | -19.2% | +13.0% | -32.3% | -35.3% |
| YTD | +25.2% | +26.2% | -1.0% | -18.3% |
| 1Y | +29.9% | +30.5% | -0.6% | -20.4% |
| 3Y | -21.3% | +86.2% | -107.5% | -77.4% |
| All | -21.3% | +84.1% | -105.4% | -77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling