+80.4%
IBM vs RTX
+143.3%
-62.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | -5.0% | -5.1% | +0.2% | -3.7% |
| 30D | +11.1% | +5.1% | +6.0% | +9.4% |
| 3M | +5.7% | -14.8% | +20.5% | +10.2% |
| 6M | +10.1% | +8.0% | +2.1% | +7.7% |
| YTD | -15.6% | +4.5% | -20.1% | -17.2% |
| 1Y | -19.5% | +9.8% | -29.4% | -22.2% |
| 3Y | +80.4% | +144.2% | -63.8% | +46.0% |
| All | +80.4% | +143.3% | -62.9% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling