+1,377.4%
RTX vs IAG
+377.5%
+999.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | +12.3% | +19.1% | -6.9% | +10.7% |
| 6M | -3.1% | -10.3% | +7.1% | -3.0% |
| YTD | +10.7% | +24.2% | -13.5% | +8.2% |
| 1Y | +28.4% | +116.5% | -88.1% | +21.0% |
| 3Y | +147.1% | +742.8% | -595.7% | +110.9% |
| 5Y | +167.2% | +753.3% | -586.1% | +122.9% |
| 10Y | +274.7% | +403.2% | -128.5% | +207.5% |
| All | +1,377.4% | +377.5% | +999.9% | +999.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling