+131.9%
RTX vs IAG
+505.2%
-373.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -1.7% |
| 7D | -5.1% | +21.4% | -26.6% | -6.5% |
| 30D | +5.1% | +4.0% | +1.1% | +4.7% |
| 3M | -14.8% | +17.0% | -31.9% | -16.2% |
| 6M | +8.0% | +1.4% | +6.6% | +7.2% |
| YTD | +4.5% | +13.8% | -9.3% | +2.0% |
| 1Y | +9.8% | +55.8% | -46.0% | +4.5% |
| 3Y | +144.2% | +647.4% | -503.2% | +98.3% |
| All | +131.9% | +505.2% | -373.3% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling