+53.1%
RGTI vs IEF
-7.1%
+60.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.4% |
| 7D | -0.1% | -1.2% | +1.1% | +1.2% |
| 30D | -16.2% | -1.5% | -14.7% | -14.8% |
| 3M | -22.0% | -1.7% | -20.4% | -20.4% |
| 6M | -10.8% | -3.5% | -7.3% | -6.8% |
| YTD | -31.6% | -2.6% | -28.9% | -29.2% |
| 1Y | -6.4% | -2.4% | -4.0% | -3.8% |
| 3Y | +665.7% | +8.9% | +656.7% | +582.4% |
| 5Y | +55.6% | -9.2% | +64.9% | +56.2% |
| All | +53.1% | -7.1% | +60.3% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling