+1,762.0%
RTX vs IJH
+1,068.3%
+693.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.4% |
| 7D | -3.1% | +1.0% | -4.1% | -3.9% |
| 30D | -10.6% | -3.1% | -7.4% | -8.2% |
| 3M | +11.6% | +1.9% | +9.7% | +9.6% |
| 6M | -4.5% | +11.0% | -15.5% | -12.9% |
| YTD | +9.6% | +14.7% | -5.2% | -3.0% |
| 1Y | +30.8% | +15.6% | +15.2% | +14.8% |
| 3Y | +152.8% | +52.5% | +100.3% | +69.4% |
| 5Y | +167.1% | +49.1% | +118.0% | +77.7% |
| 10Y | +275.2% | +177.7% | +97.5% | +47.9% |
| All | +1,762.0% | +1,068.3% | +693.7% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling