+279.2%
RTX vs IFF
-20.3%
+299.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.5% | -3.2% | +1.6% | -0.5% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | +7.7% | +8.4% | -0.8% | +4.4% |
| 6M | -3.9% | +23.0% | -26.9% | -11.4% |
| YTD | +9.0% | +25.5% | -16.5% | -0.6% |
| 1Y | +27.3% | +29.1% | -1.8% | +14.5% |
| 3Y | +172.9% | +31.7% | +141.3% | +134.7% |
| 5Y | +165.2% | -35.2% | +200.4% | +192.5% |
| All | +279.2% | -20.3% | +299.5% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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