+39.8%
IWM vs RGTI
+53.9%
-14.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | -3.1% | -13.7% | +10.5% | -2.3% |
| 3M | +2.2% | -22.6% | +24.8% | +3.4% |
| 6M | +15.1% | -13.4% | +28.5% | +14.7% |
| YTD | +18.6% | -31.2% | +49.8% | +19.3% |
| 1Y | +24.0% | -7.6% | +31.6% | +21.3% |
| 3Y | +63.7% | +669.7% | -606.0% | +24.5% |
| 5Y | +38.2% | +57.0% | -18.8% | +16.5% |
| All | +39.8% | +53.9% | -14.1% | +15.3% |
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