+32.1%
RTX vs IAG
+102.4%
-70.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.7% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | -11.6% | +11.4% | -23.0% | -12.1% |
| 3M | +9.2% | +33.0% | -23.9% | +7.1% |
| 6M | -4.4% | -6.0% | +1.6% | -5.6% |
| YTD | +8.9% | +24.6% | -15.7% | +8.0% |
| 1Y | +32.1% | +105.0% | -72.9% | +25.0% |
| All | +32.1% | +102.4% | -70.3% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling