+687.6%
RGTI vs IP
+25.8%
+661.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | -2.5% | -5.3% | +2.8% | -0.9% |
| 30D | -9.4% | -10.9% | +1.4% | -6.3% |
| 3M | -37.1% | +11.2% | -48.3% | -39.7% |
| 6M | -14.4% | -10.2% | -4.2% | -13.0% |
| YTD | -31.4% | -2.0% | -29.4% | -32.4% |
| 1Y | +0.5% | -19.1% | +19.6% | +4.2% |
| All | +687.6% | +25.8% | +661.7% | +621.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling