+167.1%
RTX vs IBN
+56.7%
+110.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.4% |
| 7D | -3.1% | -2.2% | -0.9% | -2.6% |
| 30D | -10.6% | -2.3% | -8.3% | -10.1% |
| 3M | +11.6% | +15.9% | -4.2% | +8.0% |
| 6M | -4.5% | +5.6% | -10.1% | -5.9% |
| YTD | +9.6% | -0.1% | +9.7% | +9.1% |
| 1Y | +30.8% | -6.5% | +37.4% | +31.9% |
| 3Y | +152.8% | +29.3% | +123.5% | +132.5% |
| 5Y | +167.1% | +56.6% | +110.5% | +130.4% |
| All | +167.1% | +56.7% | +110.4% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling