+152.8%
RTX vs IAG
+790.4%
-637.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -5.2% | -0.5% | -4.6% | -5.1% |
| 30D | -9.4% | +28.9% | -38.3% | -11.2% |
| 3M | +12.3% | +19.1% | -6.9% | +10.4% |
| 6M | -3.1% | -10.3% | +7.1% | -3.2% |
| YTD | +10.7% | +24.2% | -13.5% | +7.8% |
| 1Y | +28.4% | +116.5% | -88.1% | +19.1% |
| All | +152.8% | +790.4% | -637.7% | +101.3% |
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