+163.1%
RTX vs IJH
+48.0%
+115.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.5% | -1.9% | +0.3% | -0.6% |
| 30D | -11.0% | -4.6% | -6.3% | -8.8% |
| 3M | +7.7% | -1.2% | +8.8% | +8.1% |
| 6M | -3.9% | +9.4% | -13.3% | -8.5% |
| YTD | +9.0% | +13.3% | -4.4% | +1.7% |
| 1Y | +27.3% | +13.4% | +13.9% | +18.7% |
| 3Y | +172.9% | +50.4% | +122.5% | +114.6% |
| All | +163.1% | +48.0% | +115.2% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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