-73.6%
RGTI vs IOT
+7.3%
-80.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.0% | -8.1% | -11.2% |
| 7D | -18.3% | -1.3% | -17.0% | -18.0% |
| 30D | -35.1% | -1.6% | -33.5% | -34.8% |
| 3M | -41.3% | +6.1% | -47.4% | -42.3% |
| 6M | -46.1% | +34.9% | -81.0% | -51.7% |
| YTD | -55.5% | +15.9% | -71.4% | -60.3% |
| 1Y | -73.6% | +6.0% | -79.6% | -77.1% |
| All | -73.6% | +7.3% | -80.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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