+1,294.5%
RTX vs IAG
+337.4%
+957.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -1.7% |
| 7D | -5.1% | +21.4% | -26.6% | -6.3% |
| 30D | +5.1% | +4.0% | +1.1% | +4.7% |
| 3M | -14.8% | +17.0% | -31.9% | -15.9% |
| 6M | +8.0% | +1.4% | +6.6% | +7.3% |
| YTD | +4.5% | +13.8% | -9.3% | +2.5% |
| 1Y | +9.8% | +55.8% | -46.0% | +5.7% |
| 3Y | +144.2% | +647.4% | -503.2% | +109.8% |
| 5Y | +131.4% | +519.1% | -387.7% | +96.4% |
| 10Y | +273.3% | +345.6% | -72.3% | +208.9% |
| All | +1,294.5% | +337.4% | +957.2% | +941.6% |
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 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