-13.3%
IBM vs RTX
+14.1%
-27.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.4% | +2.3% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +14.8% | +7.6% | +7.1% | +12.7% |
| 3M | +8.9% | -8.6% | +17.6% | +11.3% |
| 6M | +12.4% | +15.6% | -3.2% | +9.5% |
| YTD | -12.4% | +9.4% | -21.8% | -15.6% |
| 1Y | -13.3% | +14.7% | -27.9% | -18.0% |
| All | -13.3% | +14.1% | -27.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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