-8.5%
RGTI vs IYR
+6.2%
-14.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +0.5% | -1.4% | +1.8% | +1.0% |
| 30D | -17.1% | -2.7% | -14.4% | -16.3% |
| 3M | -26.0% | -2.1% | -23.8% | -26.6% |
| 6M | -9.9% | +3.6% | -13.4% | -17.0% |
| YTD | -31.1% | +8.1% | -39.2% | -38.3% |
| 1Y | -8.5% | +4.7% | -13.2% | -22.0% |
| All | -8.5% | +6.2% | -14.7% | -22.0% |
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