+54.2%
RGTI vs IFF
-33.1%
+87.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | +0.5% | -3.2% | +3.6% | +2.3% |
| 30D | -17.1% | -0.3% | -16.8% | -17.1% |
| 3M | -26.0% | +8.4% | -34.4% | -30.6% |
| 6M | -9.9% | +23.0% | -32.9% | -22.1% |
| YTD | -31.1% | +25.5% | -56.5% | -42.0% |
| 1Y | -8.5% | +29.1% | -37.6% | -25.6% |
| 3Y | +652.2% | +31.7% | +620.6% | +464.9% |
| 5Y | +56.8% | -35.2% | +92.0% | +73.6% |
| All | +54.2% | -33.1% | +87.4% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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