+53.1%
RGTI vs IWF
+92.5%
-39.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +1.2% |
| 7D | -0.1% | -1.7% | +1.6% | +3.1% |
| 30D | -16.2% | -1.8% | -14.4% | -12.7% |
| 3M | -22.0% | +1.5% | -23.5% | -21.9% |
| 6M | -10.8% | +7.7% | -18.5% | -17.1% |
| YTD | -31.6% | +2.7% | -34.3% | -30.3% |
| 1Y | -6.4% | +6.8% | -13.1% | -9.3% |
| 3Y | +665.7% | +76.9% | +588.8% | +288.4% |
| 5Y | +55.6% | +73.4% | -17.7% | -23.2% |
| All | +53.1% | +92.5% | -39.4% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling