+279.2%
RTX vs IJR
+172.1%
+107.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.6% |
| 7D | -1.5% | -2.2% | +0.6% | 0.0% |
| 30D | -11.0% | -4.6% | -6.4% | -7.9% |
| 3M | +7.7% | +0.2% | +7.4% | +7.1% |
| 6M | -3.9% | +14.7% | -18.6% | -13.6% |
| YTD | +9.0% | +18.9% | -9.9% | -4.8% |
| 1Y | +27.3% | +19.9% | +7.3% | +10.1% |
| 3Y | +172.9% | +53.0% | +119.9% | +86.4% |
| 5Y | +165.2% | +40.9% | +124.3% | +89.3% |
| All | +279.2% | +172.1% | +107.1% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling