+54.2%
RGTI vs IBKR
+412.5%
-358.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -1.1% |
| 7D | +0.5% | -1.3% | +1.8% | +1.5% |
| 30D | -17.1% | -0.2% | -16.9% | -16.9% |
| 3M | -26.0% | +3.0% | -28.9% | -27.8% |
| 6M | -9.9% | +33.9% | -43.7% | -28.5% |
| YTD | -31.1% | +42.5% | -73.6% | -47.5% |
| 1Y | -8.5% | +44.9% | -53.4% | -29.8% |
| 3Y | +652.2% | +293.0% | +359.2% | +186.6% |
| 5Y | +56.8% | +497.7% | -440.9% | -50.7% |
| All | +54.2% | +412.5% | -358.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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