+763.2%
IWM vs RTX
+1,738.6%
-975.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.1% | -0.6% |
| 7D | +0.3% | -1.7% | +2.0% | +1.2% |
| 30D | +0.6% | +7.7% | -7.1% | -3.7% |
| 3M | -6.2% | -10.3% | +4.1% | -1.0% |
| 6M | -0.8% | +14.6% | -15.4% | -9.3% |
| YTD | +14.8% | +10.4% | +4.4% | +6.3% |
| 1Y | +16.1% | +13.5% | +2.6% | +5.8% |
| 3Y | +71.5% | +158.6% | -87.1% | -4.9% |
| 5Y | +25.8% | +147.3% | -121.5% | -30.1% |
| 10Y | +155.4% | +268.6% | -113.2% | +5.1% |
| All | +763.2% | +1,738.6% | -975.4% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling