+1,762.0%
RTX vs IJR
+1,143.6%
+618.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.8% |
| 30D | -10.6% | -3.1% | -7.4% | -8.4% |
| 3M | +11.6% | +4.4% | +7.2% | +7.8% |
| 6M | -4.5% | +16.1% | -20.6% | -15.1% |
| YTD | +9.6% | +20.6% | -11.0% | -5.5% |
| 1Y | +30.8% | +22.9% | +8.0% | +10.8% |
| 3Y | +152.8% | +55.2% | +97.6% | +71.5% |
| 5Y | +167.1% | +41.1% | +126.0% | +90.9% |
| 10Y | +275.2% | +167.0% | +108.2% | +61.7% |
| All | +1,762.0% | +1,143.6% | +618.4% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling