-10.8%
RGTI vs IEF
-3.8%
-7.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +3.8% |
| 7D | -0.1% | -1.2% | +1.1% | +6.7% |
| 30D | -16.2% | -1.5% | -14.7% | -9.1% |
| 3M | -22.0% | -1.7% | -20.4% | -14.9% |
| 6M | -10.8% | -3.5% | -7.3% | +8.0% |
| All | -10.8% | -3.8% | -7.0% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 6mo: compounded portfolio wealth divided by compounded IEF 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…
6mo analysis · Full analysis span regression · 6 months rolling