+171.7%
IWM vs RTX
+275.5%
-103.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.1% |
| 7D | -1.1% | -1.6% | +0.5% | -0.4% |
| 30D | -3.1% | -11.6% | +8.4% | +2.6% |
| 3M | +2.2% | +9.2% | -7.0% | -2.8% |
| 6M | +15.1% | -4.4% | +19.5% | +16.5% |
| YTD | +18.6% | +8.9% | +9.7% | +12.0% |
| 1Y | +24.0% | +32.1% | -8.1% | +5.8% |
| 3Y | +63.7% | +151.2% | -87.5% | -2.8% |
| 5Y | +38.2% | +162.9% | -124.7% | -21.3% |
| 10Y | +171.7% | +283.9% | -112.2% | +23.7% |
| All | +171.7% | +275.5% | -103.8% | +23.7% |
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