+267.4%
RTX vs IAG
+389.3%
-121.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | +4.8% | -7.7% | +12.5% | +5.2% |
| 30D | +6.5% | +1.6% | +4.9% | +6.3% |
| 3M | -9.6% | -2.4% | -7.2% | -9.8% |
| 6M | +12.3% | -7.8% | +20.2% | +12.2% |
| YTD | +9.5% | +5.0% | +4.4% | +8.0% |
| 1Y | +15.8% | +25.7% | -9.8% | +13.1% |
| 3Y | +157.0% | +694.5% | -537.5% | +123.6% |
| 5Y | +148.8% | +421.7% | -272.9% | +114.5% |
| All | +267.4% | +389.3% | -121.9% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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