+53.1%
RGTI vs IYR
+16.5%
+36.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.6% |
| 7D | -0.1% | -2.8% | +2.7% | +3.4% |
| 30D | -16.2% | -2.5% | -13.7% | -13.6% |
| 3M | -22.0% | -3.0% | -19.1% | -20.5% |
| 6M | -10.8% | +1.6% | -12.4% | -14.3% |
| YTD | -31.6% | +7.3% | -38.9% | -38.8% |
| 1Y | -6.4% | +5.6% | -12.0% | -14.7% |
| 3Y | +665.7% | +28.1% | +637.5% | +453.4% |
| 5Y | +55.6% | +6.1% | +49.5% | +23.7% |
| All | +53.1% | +16.5% | +36.6% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling