+64.2%
RGTI vs IP
-17.3%
+81.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.8% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | -11.9% | -11.2% | -0.6% | -7.9% |
| 3M | -27.4% | +12.3% | -39.7% | -31.5% |
| 6M | -7.1% | -5.2% | -1.8% | -6.9% |
| YTD | -28.6% | -4.0% | -24.7% | -29.5% |
| 1Y | +4.4% | -19.2% | +23.6% | +9.4% |
| 3Y | +698.5% | +20.3% | +678.2% | +574.2% |
| 5Y | +64.2% | -17.5% | +81.6% | +49.0% |
| All | +64.2% | -17.3% | +81.5% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling