+10,164.5%
RTX vs IFF
+848.0%
+9,316.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -10.6% | -0.3% | -10.2% | -10.6% |
| 3M | +11.6% | +18.6% | -6.9% | +3.9% |
| 6M | -4.5% | +17.4% | -21.9% | -11.8% |
| YTD | +9.6% | +28.5% | -18.9% | -2.7% |
| 1Y | +30.8% | +32.5% | -1.7% | +14.2% |
| 3Y | +152.8% | +34.1% | +118.8% | +112.1% |
| 5Y | +167.1% | -35.2% | +202.3% | +187.1% |
| 10Y | +275.2% | -21.1% | +296.3% | +255.3% |
| All | +10,164.5% | +848.0% | +9,316.5% | +3,256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling