+14.0%
RTX vs IAG
+34.9%
-20.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | +1.4% | +3.4% | -2.0% | +1.2% |
| 30D | +7.8% | -2.7% | +10.5% | +8.0% |
| 3M | -9.8% | -0.5% | -9.3% | -10.0% |
| 6M | +13.5% | -4.8% | +18.4% | +13.0% |
| YTD | +10.9% | +9.6% | +1.4% | +9.2% |
| 1Y | +14.0% | +32.2% | -18.2% | +8.7% |
| All | +14.0% | +34.9% | -20.9% | +8.7% |
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