-7.5%
IGV vs RTX
+14.1%
-21.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +0.6% |
| 7D | -7.5% | +1.3% | -8.8% | -7.3% |
| 30D | -5.6% | +7.6% | -13.3% | -5.1% |
| 3M | +1.5% | -8.6% | +10.2% | +1.3% |
| 6M | +17.1% | +15.6% | +1.5% | +19.0% |
| YTD | -2.0% | +9.4% | -11.4% | -2.4% |
| 1Y | -7.5% | +14.7% | -22.2% | -9.5% |
| All | -7.5% | +14.1% | -21.6% | -9.5% |
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