-68.1%
RGTI vs IYR
+12.4%
-80.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | -0.1% |
| 7D | -9.6% | +6.9% | -16.5% | -12.2% |
| 30D | -26.0% | +10.2% | -36.2% | -29.4% |
| 3M | -35.8% | -0.3% | -35.4% | -35.5% |
| 6M | -36.7% | +3.6% | -40.3% | -40.0% |
| YTD | -49.4% | +12.5% | -61.9% | -59.3% |
| 1Y | -68.1% | +12.4% | -80.6% | -74.5% |
| All | -68.1% | +12.4% | -80.5% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling