+167.1%
RTX vs IAG
+766.8%
-599.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -3.1% | +4.3% | -7.3% | -3.4% |
| 30D | -10.6% | +9.8% | -20.3% | -11.3% |
| 3M | +11.6% | +28.9% | -17.3% | +9.0% |
| 6M | -4.5% | -7.6% | +3.1% | -4.7% |
| YTD | +9.6% | +22.0% | -12.4% | +6.6% |
| 1Y | +30.8% | +99.5% | -68.7% | +21.7% |
| 3Y | +152.8% | +818.3% | -665.4% | +102.1% |
| 5Y | +167.1% | +785.9% | -618.8% | +104.1% |
| All | +167.1% | +766.8% | -599.7% | +104.1% |
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