-42.2%
RIG vs IWF
+422.7%
-464.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.6% |
| 7D | -3.1% | -0.9% | -2.2% | -2.1% |
| 30D | -0.5% | -1.7% | +1.2% | +1.2% |
| 3M | -6.0% | +0.7% | -6.6% | -8.0% |
| 6M | -10.1% | +8.6% | -18.7% | -20.1% |
| YTD | +37.3% | +3.5% | +33.8% | +28.7% |
| 1Y | +73.9% | +7.0% | +66.9% | +57.1% |
| 3Y | -30.2% | +76.3% | -106.5% | -65.1% |
| 5Y | +62.5% | +74.8% | -12.3% | -20.0% |
| All | -42.2% | +422.7% | -464.9% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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