+0.5%
RGTI vs IJH
+18.2%
-17.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.8% |
| 30D | -9.4% | -1.5% | -7.9% | -4.7% |
| 3M | -37.1% | +0.8% | -37.9% | -36.8% |
| 6M | -14.4% | +7.6% | -22.0% | -25.7% |
| YTD | -31.4% | +15.5% | -46.9% | -49.3% |
| 1Y | +0.5% | +16.9% | -16.4% | -29.7% |
| All | +0.5% | +18.2% | -17.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling