+283.9%
RTX vs IBN
+312.2%
-28.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -1.6% | -5.1% | +3.5% | 0.0% |
| 30D | -11.6% | -3.5% | -8.0% | -10.6% |
| 3M | +9.2% | +11.3% | -2.1% | +5.4% |
| 6M | -4.4% | +4.4% | -8.9% | -6.0% |
| YTD | +8.9% | -1.8% | +10.7% | +9.0% |
| 1Y | +32.1% | -8.0% | +40.1% | +34.7% |
| 3Y | +151.2% | +27.1% | +124.2% | +126.5% |
| 5Y | +162.9% | +54.5% | +108.4% | +118.0% |
| 10Y | +283.9% | +314.2% | -30.3% | +141.2% |
| All | +283.9% | +312.2% | -28.3% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling