+165.8%
RTX vs IFF
-36.2%
+202.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.0% | -2.8% | +0.8% | -1.5% |
| 30D | -11.2% | -1.1% | -10.1% | -11.1% |
| 3M | +12.0% | +13.8% | -1.8% | +9.5% |
| 6M | -3.6% | +16.7% | -20.2% | -6.5% |
| YTD | +9.2% | +26.1% | -16.9% | +4.4% |
| 1Y | +29.7% | +33.5% | -3.8% | +22.6% |
| 3Y | +152.0% | +31.6% | +120.4% | +134.5% |
| 5Y | +165.8% | -34.9% | +200.6% | +181.7% |
| All | +165.8% | -36.2% | +202.0% | +181.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling