-2.1%
IGV vs RTX
+28.8%
-30.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -4.5% | -5.2% | +0.7% | -4.6% |
| 30D | +3.2% | -9.4% | +12.6% | +3.1% |
| 3M | +4.5% | +12.3% | -7.8% | +5.0% |
| 6M | +22.1% | -3.1% | +25.2% | +23.2% |
| YTD | -1.0% | +10.7% | -11.7% | -1.8% |
| 1Y | -2.1% | +28.4% | -30.5% | -4.6% |
| All | -2.1% | +28.8% | -30.9% | -4.6% |
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 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