+268.7%
RTX vs IBN
+364.2%
-95.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | -1.7% | +15.8% | -17.5% | -6.3% |
| 30D | +7.7% | +25.1% | -17.4% | +0.1% |
| 3M | -10.3% | +16.0% | -26.3% | -14.7% |
| 6M | +14.6% | +32.8% | -18.2% | +4.3% |
| YTD | +10.4% | +18.0% | -7.6% | +4.0% |
| 1Y | +13.5% | +15.9% | -2.4% | +7.6% |
| 3Y | +158.6% | +57.6% | +100.9% | +116.8% |
| 5Y | +147.3% | +74.7% | +72.6% | +97.0% |
| 10Y | +268.7% | +373.9% | -105.3% | +115.7% |
| All | +268.7% | +364.2% | -95.5% | +115.7% |
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