+1,359.5%
RTX vs IAG
+299.6%
+1,059.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.7% | -1.1% |
| 7D | +3.4% | -2.1% | +5.4% | +3.5% |
| 30D | +8.4% | -6.2% | +14.6% | +8.6% |
| 3M | -10.7% | -5.1% | -5.5% | -10.7% |
| 6M | +11.7% | -10.0% | +21.7% | +11.8% |
| YTD | +9.3% | +3.9% | +5.4% | +7.8% |
| 1Y | +13.3% | +18.9% | -5.6% | +10.8% |
| 3Y | +156.1% | +651.8% | -495.6% | +119.9% |
| 5Y | +148.5% | +416.3% | -267.7% | +113.1% |
| 10Y | +263.6% | +377.4% | -113.8% | +199.8% |
| All | +1,359.5% | +299.6% | +1,059.9% | +995.7% |
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