+143.5%
IWM vs RTX
+262.2%
-118.6%
-41.1%
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% | -0.4% |
| 7D | +1.4% | +4.8% | -3.4% | -0.8% |
| 30D | +2.3% | +6.5% | -4.2% | -0.9% |
| 3M | -8.3% | -9.6% | +1.3% | -4.2% |
| 6M | -1.3% | +12.3% | -13.7% | -7.8% |
| YTD | +13.5% | +9.5% | +4.1% | +6.7% |
| 1Y | +18.4% | +15.8% | +2.6% | +8.1% |
| 3Y | +69.6% | +157.0% | -87.4% | -0.2% |
| 5Y | +23.3% | +148.8% | -125.5% | -27.7% |
| All | +143.5% | +262.2% | -118.6% | +17.2% |
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