+363.6%
IGV vs RTX
+262.2%
+101.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.3% | +4.8% | -2.4% | +0.8% |
| 30D | -6.0% | +6.5% | -12.5% | -8.1% |
| 3M | -4.8% | -9.6% | +4.8% | -1.8% |
| 6M | +14.2% | +12.3% | +1.9% | +8.8% |
| YTD | -4.2% | +9.5% | -13.7% | -8.7% |
| 1Y | -5.3% | +15.8% | -21.1% | -11.6% |
| 3Y | +38.8% | +157.0% | -118.2% | -5.3% |
| 5Y | +14.2% | +148.8% | -134.6% | -22.1% |
| All | +363.6% | +262.2% | +101.4% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling