-29.6%
RIG vs IWD
+71.7%
-101.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.4% |
| 30D | +9.5% | -0.8% | +10.3% | +10.7% |
| 3M | -6.6% | +8.0% | -14.7% | -18.7% |
| 6M | -2.9% | +18.2% | -21.1% | -28.7% |
| YTD | +39.5% | +22.3% | +17.1% | -3.3% |
| 1Y | +82.3% | +28.9% | +53.4% | +15.1% |
| 3Y | -29.6% | +71.5% | -101.1% | -71.2% |
| All | -29.6% | +71.7% | -101.3% | -71.2% |
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