+54.2%
RGTI vs IWF
+94.0%
-39.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.7% |
| 7D | +0.5% | -0.9% | +1.4% | +2.2% |
| 30D | -17.1% | -1.7% | -15.4% | -13.9% |
| 3M | -26.0% | +0.7% | -26.6% | -24.9% |
| 6M | -9.9% | +8.6% | -18.4% | -17.5% |
| YTD | -31.1% | +3.5% | -34.6% | -30.8% |
| 1Y | -8.5% | +7.0% | -15.5% | -11.9% |
| 3Y | +652.2% | +76.3% | +575.9% | +281.4% |
| 5Y | +56.8% | +74.8% | -18.0% | -23.8% |
| All | +54.2% | +94.0% | -39.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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