+53.1%
RGTI vs IWD
+78.8%
-25.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | +0.1% |
| 7D | -0.1% | -2.3% | +2.2% | +5.0% |
| 30D | -16.2% | -1.8% | -14.4% | -13.0% |
| 3M | -22.0% | +8.0% | -30.1% | -34.2% |
| 6M | -10.8% | +17.0% | -27.7% | -34.8% |
| YTD | -31.6% | +21.3% | -52.8% | -53.1% |
| 1Y | -6.4% | +27.9% | -34.3% | -41.8% |
| 3Y | +665.7% | +70.1% | +595.6% | +208.3% |
| 5Y | +55.6% | +74.2% | -18.5% | -37.0% |
| All | +53.1% | +78.8% | -25.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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