-86.7%
RIG vs IWF
+724.4%
-811.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | -2.7% | +1.5% | -4.2% | -4.1% |
| 30D | +9.5% | -1.3% | +10.8% | +10.7% |
| 3M | -6.6% | +0.1% | -6.8% | -7.9% |
| 6M | -2.9% | +10.3% | -13.1% | -13.8% |
| YTD | +39.5% | +4.2% | +35.3% | +30.9% |
| 1Y | +82.3% | +9.3% | +73.0% | +63.3% |
| 3Y | -29.6% | +79.3% | -108.9% | -61.9% |
| 5Y | +63.2% | +73.8% | -10.6% | -10.4% |
| 10Y | -45.0% | +410.9% | -455.9% | -88.7% |
| All | -86.7% | +724.4% | -811.2% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling