-61.9%
RGTI vs IRE
-84.0%
+22.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.8% | +3.2% | -2.0% |
| 7D | +2.5% | +29.0% | -26.6% | -4.1% |
| 30D | -13.7% | +24.2% | -37.9% | -20.1% |
| 3M | -22.6% | -53.2% | +30.6% | -16.1% |
| 6M | -13.4% | -36.0% | +22.6% | -20.8% |
| YTD | -31.2% | -51.0% | +19.8% | -39.8% |
| All | -61.9% | -84.0% | +22.1% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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