+652.2%
RGTI vs IAG
+804.5%
-152.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +0.5% | -1.1% | +1.5% | +0.8% |
| 30D | -17.1% | +12.1% | -29.2% | -20.9% |
| 3M | -26.0% | +25.5% | -51.5% | -32.4% |
| 6M | -9.9% | -7.1% | -2.8% | -9.6% |
| YTD | -31.1% | +22.9% | -53.9% | -36.3% |
| 1Y | -8.5% | +83.3% | -91.9% | -24.3% |
| 3Y | +652.2% | +808.5% | -156.3% | +300.2% |
| All | +652.2% | +804.5% | -152.2% | +300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling