+16.1%
IWM vs RTX
+14.9%
+1.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.1% | +1.6% |
| 7D | +0.3% | -1.7% | +2.0% | +0.4% |
| 30D | +0.6% | +7.7% | -7.1% | -0.6% |
| 3M | -6.2% | -10.3% | +4.1% | -4.5% |
| 6M | -0.8% | +14.6% | -15.4% | -4.4% |
| YTD | +14.8% | +10.4% | +4.4% | +10.3% |
| 1Y | +16.1% | +13.5% | +2.6% | +10.4% |
| All | +16.1% | +14.9% | +1.2% | +10.4% |
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