+82.3%
IVV vs RGTI
+58.3%
+24.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.3% |
| 7D | -0.4% | +2.5% | -2.8% | -0.5% |
| 30D | -1.4% | -13.7% | +12.3% | -0.9% |
| 3M | +3.7% | -22.6% | +26.3% | +4.4% |
| 6M | +13.0% | -13.4% | +26.4% | +12.7% |
| YTD | +12.4% | -31.2% | +43.6% | +12.8% |
| 1Y | +18.6% | -7.6% | +26.2% | +16.7% |
| 3Y | +78.1% | +669.7% | -591.6% | +49.5% |
| 5Y | +82.3% | +57.0% | +25.2% | +60.4% |
| All | +82.3% | +58.3% | +24.0% | +60.4% |
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