+144.1%
RTX vs IAG
+708.6%
-564.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -1.7% |
| 7D | -5.1% | +21.4% | -26.6% | -6.4% |
| 30D | +5.1% | +4.0% | +1.1% | +4.8% |
| 3M | -14.8% | +17.0% | -31.9% | -16.1% |
| 6M | +8.0% | +1.4% | +6.6% | +7.2% |
| YTD | +4.5% | +13.8% | -9.3% | +2.2% |
| 1Y | +9.8% | +55.8% | -46.0% | +4.9% |
| All | +144.1% | +708.6% | -564.5% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling