+56.8%
RGTI vs IJR
+39.9%
+16.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | -0.3% |
| 7D | +0.5% | -2.2% | +2.6% | +4.6% |
| 30D | -17.1% | -4.6% | -12.5% | -9.2% |
| 3M | -26.0% | +0.2% | -26.2% | -25.5% |
| 6M | -9.9% | +14.7% | -24.6% | -27.4% |
| YTD | -31.1% | +18.9% | -49.9% | -47.5% |
| 1Y | -8.5% | +19.9% | -28.4% | -30.9% |
| 3Y | +652.2% | +53.0% | +599.2% | +330.2% |
| All | +56.8% | +39.9% | +16.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling