+23.1%
IGV vs RGTI
+56.8%
-33.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | -1.5% | -17.1% | +15.6% | -0.4% |
| 3M | +11.7% | -26.0% | +37.7% | +13.4% |
| 6M | +18.4% | -9.9% | +28.3% | +17.7% |
| YTD | -3.9% | -31.1% | +27.1% | -3.2% |
| 1Y | -9.7% | -8.5% | -1.2% | -11.8% |
| 3Y | +38.4% | +652.2% | -613.8% | +3.4% |
| All | +23.1% | +56.8% | -33.6% | +5.7% |
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