-28.9%
RIG vs IWF
+75.5%
-104.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.8% |
| 7D | -4.2% | -1.7% | -2.4% | -2.9% |
| 30D | -0.7% | -1.8% | +1.2% | +0.6% |
| 3M | -4.0% | +1.5% | -5.4% | -6.1% |
| 6M | -6.3% | +7.7% | -14.0% | -13.5% |
| YTD | +39.7% | +2.7% | +37.0% | +34.6% |
| 1Y | +78.1% | +6.8% | +71.3% | +65.6% |
| All | -28.9% | +75.5% | -104.5% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling