+741.9%
IWM vs RTX
+1,640.0%
-898.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | -2.0% | -5.1% | +3.1% | +0.8% |
| 30D | -1.5% | +5.1% | -6.6% | -4.4% |
| 3M | -8.0% | -14.8% | +6.8% | -0.1% |
| 6M | -4.1% | +8.0% | -12.1% | -9.4% |
| YTD | +11.9% | +4.5% | +7.5% | +6.9% |
| 1Y | +15.0% | +9.8% | +5.2% | +6.7% |
| 3Y | +64.2% | +144.2% | -80.0% | -6.1% |
| 5Y | +20.4% | +131.4% | -111.0% | -30.5% |
| 10Y | +168.0% | +273.3% | -105.3% | +9.3% |
| All | +741.9% | +1,640.0% | -898.1% | +68.8% |
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