+2,413.6%
IBM vs RTX
+10,530.0%
-8,116.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -0.3% | -5.2% | +4.9% | +1.7% |
| 30D | +0.3% | -9.4% | +9.7% | +4.0% |
| 3M | -21.6% | +12.3% | -33.9% | -25.1% |
| 6M | -4.7% | -3.1% | -1.6% | -4.0% |
| YTD | -19.1% | +10.7% | -29.8% | -22.8% |
| 1Y | -2.5% | +28.4% | -30.9% | -12.5% |
| 3Y | +74.2% | +147.1% | -72.9% | +19.2% |
| 5Y | +113.1% | +167.2% | -54.1% | +38.9% |
| 10Y | +133.5% | +274.7% | -141.2% | +28.4% |
| All | +2,413.6% | +10,530.0% | -8,116.4% | +402.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling