+123.1%
IBM vs RGTI
+54.2%
+68.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.2% | +3.9% |
| 7D | +3.6% | +0.5% | +3.1% | +3.6% |
| 30D | +3.1% | -17.1% | +20.2% | +3.6% |
| 3M | -10.8% | -26.0% | +15.1% | -10.3% |
| 6M | -0.8% | -9.9% | +9.0% | -1.0% |
| YTD | -16.2% | -31.1% | +14.9% | -16.0% |
| 1Y | -2.9% | -8.5% | +5.6% | -3.7% |
| 3Y | +79.8% | +652.2% | -572.4% | +62.6% |
| 5Y | +124.9% | +56.8% | +68.1% | +107.4% |
| All | +123.1% | +54.2% | +68.8% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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