+56.8%
RGTI vs IYR
+6.0%
+50.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.3% |
| 7D | +0.5% | -1.4% | +1.8% | +2.2% |
| 30D | -17.1% | -2.7% | -14.4% | -14.3% |
| 3M | -26.0% | -2.1% | -23.8% | -25.3% |
| 6M | -9.9% | +3.6% | -13.4% | -15.7% |
| YTD | -31.1% | +8.1% | -39.2% | -39.3% |
| 1Y | -8.5% | +4.7% | -13.2% | -16.0% |
| 3Y | +652.2% | +29.1% | +623.1% | +427.1% |
| All | +56.8% | +6.0% | +50.7% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling