+66.4%
IWM vs RTX
+154.3%
-88.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +0.1% | -5.2% | +5.2% | +1.3% |
| 30D | -1.3% | -9.4% | +8.1% | +1.0% |
| 3M | +1.6% | +12.3% | -10.7% | -1.7% |
| 6M | +13.6% | -3.1% | +16.7% | +14.0% |
| YTD | +20.8% | +10.7% | +10.1% | +16.9% |
| 1Y | +26.4% | +28.4% | -2.0% | +17.3% |
| All | +66.4% | +154.3% | -88.0% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling