+97.5%
IVV vs RGTI
-2.8%
+100.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.1% |
| 7D | +2.6% | -18.1% | +20.7% | +3.3% |
| 30D | -2.0% | -17.6% | +15.6% | -1.4% |
| 3M | -2.8% | -48.3% | +45.6% | -0.5% |
| 6M | +2.2% | -47.8% | +49.9% | +3.9% |
| YTD | +11.5% | -56.6% | +68.1% | +13.7% |
| 1Y | +13.5% | -61.8% | +75.3% | +16.0% |
| 3Y | +78.1% | +807.5% | -729.5% | +48.5% |
| 5Y | +73.1% | -8.8% | +81.9% | +58.7% |
| All | +97.5% | -2.8% | +100.3% | +80.4% |
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 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