+39.4%
IGV vs RGTI
+53.1%
-13.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -5.4% | -0.1% | -5.2% | -5.4% |
| 30D | -2.6% | -16.2% | +13.6% | -1.6% |
| 3M | +10.5% | -22.0% | +32.6% | +11.9% |
| 6M | +18.2% | -10.8% | +28.9% | +17.5% |
| YTD | -4.2% | -31.6% | +27.3% | -3.5% |
| 1Y | -9.8% | -6.4% | -3.5% | -12.0% |
| 3Y | +39.1% | +665.7% | -626.5% | +3.8% |
| 5Y | +21.2% | +55.6% | -34.4% | +7.9% |
| All | +39.4% | +53.1% | -13.7% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling