+53.5%
RGTI vs IP
-12.2%
+65.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | -2.5% | -5.3% | +2.8% | -0.6% |
| 30D | -9.4% | -10.9% | +1.4% | -5.6% |
| 3M | -37.1% | +11.2% | -48.3% | -40.3% |
| 6M | -14.4% | -10.2% | -4.2% | -12.5% |
| YTD | -31.4% | -2.0% | -29.4% | -32.7% |
| 1Y | +0.5% | -19.1% | +19.6% | +5.3% |
| 3Y | +726.1% | +20.9% | +705.2% | +606.9% |
| 5Y | +56.2% | -17.8% | +74.0% | +40.6% |
| All | +53.5% | -12.2% | +65.7% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling