-2.8%
RGTI vs IP
-18.8%
+16.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.4% |
| 7D | -18.1% | -0.3% | -17.8% | -17.9% |
| 30D | -17.6% | +7.9% | -25.6% | -19.8% |
| 3M | -48.3% | -15.3% | -33.0% | -45.0% |
| 6M | -47.8% | +10.5% | -58.3% | -50.2% |
| YTD | -56.6% | -9.4% | -47.2% | -56.1% |
| 1Y | -61.8% | -4.6% | -57.2% | -62.2% |
| 3Y | +807.5% | +21.2% | +786.3% | +668.7% |
| 5Y | -8.8% | -13.3% | +4.5% | -15.1% |
| All | -2.8% | -18.8% | +16.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling