-20.2%
IBM vs RTX
+12.7%
-32.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | -0.3% | +3.4% | -3.7% | -1.0% |
| 30D | +6.8% | +8.4% | -1.6% | +4.6% |
| 3M | +4.4% | -10.7% | +15.1% | +7.4% |
| 6M | +13.2% | +11.7% | +1.5% | +10.8% |
| YTD | -15.1% | +9.3% | -24.5% | -18.7% |
| 1Y | -20.2% | +13.3% | -33.5% | -24.7% |
| All | -20.2% | +12.7% | -32.9% | -24.7% |
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