+116.3%
IBM vs RGTI
+56.1%
+60.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.5% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -1.8% | -16.2% | +14.4% | -1.4% |
| 3M | -13.5% | -22.0% | +8.6% | -13.1% |
| 6M | -5.1% | -10.8% | +5.7% | -5.3% |
| YTD | -19.4% | -31.6% | +12.2% | -19.2% |
| 1Y | -6.5% | -6.4% | -0.2% | -7.4% |
| 3Y | +73.8% | +665.7% | -591.8% | +57.1% |
| 5Y | +116.3% | +55.6% | +60.7% | +105.4% |
| All | +116.3% | +56.1% | +60.2% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling