+652.2%
RGTI vs IOT
+23.8%
+628.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.5% | -4.5% | +5.0% | +2.2% |
| 30D | -17.1% | -2.4% | -14.7% | -16.5% |
| 3M | -26.0% | +19.0% | -45.0% | -32.2% |
| 6M | -9.9% | +19.6% | -29.5% | -19.1% |
| YTD | -31.1% | +8.3% | -39.3% | -36.7% |
| 1Y | -8.5% | -0.8% | -7.7% | -13.0% |
| 3Y | +652.2% | +24.4% | +627.8% | +459.2% |
| All | +652.2% | +23.8% | +628.4% | +459.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling