+54.2%
RGTI vs IAG
+487.2%
-433.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +0.5% | -1.1% | +1.5% | +0.7% |
| 30D | -17.1% | +12.1% | -29.2% | -19.7% |
| 3M | -26.0% | +25.5% | -51.5% | -30.4% |
| 6M | -9.9% | -7.1% | -2.8% | -9.4% |
| YTD | -31.1% | +22.9% | -53.9% | -34.6% |
| 1Y | -8.5% | +83.3% | -91.9% | -19.7% |
| 3Y | +652.2% | +808.5% | -156.3% | +395.5% |
| 5Y | +56.8% | +838.0% | -781.2% | +0.6% |
| All | +54.2% | +487.2% | -433.0% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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