+38.2%
IWM vs RGTI
+56.1%
-18.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -4.4% | -16.2% | +11.8% | -3.5% |
| 3M | +2.2% | -22.0% | +24.3% | +3.4% |
| 6M | +14.0% | -10.8% | +24.8% | +13.4% |
| YTD | +17.4% | -31.6% | +48.9% | +18.1% |
| 1Y | +22.9% | -6.4% | +29.3% | +20.2% |
| 3Y | +62.1% | +665.7% | -603.6% | +23.2% |
| 5Y | +38.2% | +55.6% | -17.5% | +15.6% |
| All | +38.2% | +56.1% | -18.0% | +15.6% |
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