+53.1%
RGTI vs IVZ
+51.3%
+1.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -0.1% | -2.4% | +2.3% | +1.6% |
| 30D | -16.2% | +2.5% | -18.7% | -17.7% |
| 3M | -22.0% | +17.1% | -39.1% | -30.7% |
| 6M | -10.8% | +35.1% | -45.9% | -28.3% |
| YTD | -31.6% | +24.3% | -55.9% | -41.7% |
| 1Y | -6.4% | +48.7% | -55.0% | -29.3% |
| 3Y | +665.7% | +135.6% | +530.0% | +324.7% |
| 5Y | +55.6% | +60.3% | -4.7% | -8.5% |
| All | +53.1% | +51.3% | +1.8% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling