+56.2%
RIG vs IWF
+73.7%
-17.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.4% |
| 7D | -3.1% | -0.9% | -2.2% | -2.4% |
| 30D | -0.5% | -1.7% | +1.2% | +0.8% |
| 3M | -6.0% | +0.7% | -6.6% | -7.4% |
| 6M | -10.1% | +8.6% | -18.7% | -17.6% |
| YTD | +37.3% | +3.5% | +33.8% | +31.2% |
| 1Y | +73.9% | +7.0% | +66.9% | +61.6% |
| 3Y | -30.2% | +76.3% | -106.5% | -57.5% |
| All | +56.2% | +73.7% | -17.5% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling