-4.4%
RTX vs IJH
+10.7%
-15.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -11.6% | -3.8% | -7.7% | -10.0% |
| 3M | +9.2% | 0.0% | +9.1% | +8.2% |
| 6M | -4.4% | +8.8% | -13.2% | -10.7% |
| All | -4.4% | +10.7% | -15.2% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling