+12.2%
RGTI vs IP
-18.3%
+30.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.3% | -7.2% | -8.0% |
| 7D | -0.9% | -2.8% | +1.9% | +0.5% |
| 30D | -16.2% | +9.2% | -25.4% | -18.8% |
| 3M | -38.6% | -16.1% | -22.4% | -34.5% |
| 6M | -45.8% | +9.6% | -55.4% | -48.2% |
| YTD | -49.8% | -8.8% | -41.1% | -49.4% |
| 1Y | -64.6% | -5.5% | -59.1% | -64.8% |
| 3Y | +1,045.4% | +19.6% | +1,025.7% | +876.6% |
| 5Y | +6.7% | -13.5% | +20.2% | -0.9% |
| All | +12.2% | -18.3% | +30.5% | +3.9% |
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 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