+54.2%
RGTI vs IJH
+47.9%
+6.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.8% |
| 7D | +0.5% | -1.9% | +2.3% | +4.1% |
| 30D | -17.1% | -4.6% | -12.5% | -8.8% |
| 3M | -26.0% | -1.2% | -24.8% | -23.1% |
| 6M | -9.9% | +9.4% | -19.3% | -20.8% |
| YTD | -31.1% | +13.3% | -44.4% | -42.6% |
| 1Y | -8.5% | +13.4% | -21.9% | -22.8% |
| 3Y | +652.2% | +50.4% | +601.8% | +354.8% |
| 5Y | +56.8% | +49.0% | +7.8% | -3.1% |
| All | +54.2% | +47.9% | +6.4% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling