-88.1%
RIG vs IWD
+745.6%
-833.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -4.1% |
| 7D | -17.0% | +1.3% | -18.3% | -18.8% |
| 30D | -6.2% | +3.6% | -9.7% | -11.2% |
| 3M | -1.7% | +2.3% | -4.0% | -5.5% |
| 6M | -19.2% | +13.0% | -32.3% | -32.8% |
| YTD | +25.2% | +26.2% | -1.0% | -10.8% |
| 1Y | +29.9% | +30.5% | -0.6% | -11.6% |
| 3Y | -21.3% | +86.2% | -107.5% | -66.0% |
| 5Y | +40.5% | +72.9% | -32.4% | -29.7% |
| 10Y | -49.6% | +205.0% | -254.6% | -84.3% |
| All | -88.1% | +745.6% | -833.6% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling