+54.2%
RGTI vs IVZ
+53.0%
+1.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.1% |
| 7D | +0.5% | -2.4% | +2.8% | +2.2% |
| 30D | -17.1% | +3.0% | -20.1% | -18.9% |
| 3M | -26.0% | +14.9% | -40.8% | -33.3% |
| 6M | -9.9% | +36.7% | -46.6% | -28.2% |
| YTD | -31.1% | +25.7% | -56.7% | -41.7% |
| 1Y | -8.5% | +47.7% | -56.2% | -30.7% |
| 3Y | +652.2% | +138.8% | +513.4% | +313.3% |
| 5Y | +56.8% | +62.1% | -5.3% | -8.6% |
| All | +54.2% | +53.0% | +1.3% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling