+2,534.9%
IBM vs RTX
+10,502.5%
-7,967.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.7% |
| 7D | -1.5% | -1.7% | +0.2% | -0.9% |
| 30D | +8.4% | +7.7% | +0.7% | +5.1% |
| 3M | +4.2% | -10.3% | +14.5% | +8.3% |
| 6M | +7.9% | +14.6% | -6.7% | +1.9% |
| YTD | -15.2% | +10.4% | -25.6% | -19.2% |
| 1Y | -18.7% | +13.5% | -32.3% | -23.5% |
| 3Y | +79.2% | +158.6% | -79.4% | +20.7% |
| 5Y | +144.7% | +147.3% | -2.5% | +64.0% |
| 10Y | +141.6% | +268.6% | -127.1% | +33.3% |
| All | +2,534.9% | +10,502.5% | -7,967.7% | +425.6% |
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