+31.1%
RGTI vs IP
-16.2%
+47.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.9% | +7.6% | +9.4% |
| 7D | +21.6% | -3.0% | +24.7% | +23.2% |
| 30D | -7.5% | +10.6% | -18.1% | -10.9% |
| 3M | -27.6% | -13.6% | -14.1% | -23.7% |
| 6M | -31.5% | +10.4% | -41.9% | -34.8% |
| YTD | -41.4% | -6.5% | -34.9% | -41.5% |
| 1Y | -61.6% | -2.1% | -59.4% | -62.3% |
| 3Y | +1,136.2% | +22.0% | +1,114.2% | +946.4% |
| 5Y | +19.7% | -9.7% | +29.5% | +10.1% |
| All | +31.1% | -16.2% | +47.3% | +20.1% |
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