-20.5%
RGTI vs IJR
+20.4%
-40.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +1.7% |
| 7D | +0.5% | -2.8% | +3.3% | +7.9% |
| 30D | -18.9% | -6.1% | -12.8% | -4.4% |
| 3M | -27.2% | -1.4% | -25.8% | -23.6% |
| 6M | -5.6% | +16.3% | -21.8% | -30.6% |
| YTD | -31.1% | +18.1% | -49.1% | -50.3% |
| All | -20.5% | +20.4% | -40.9% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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