+1,759.8%
RTX vs IJR
+1,116.7%
+643.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | +2.2% | +2.6% | +3.1% |
| 30D | +6.5% | +3.8% | +2.6% | +3.5% |
| 3M | -9.6% | -5.7% | -3.9% | -5.7% |
| 6M | +12.3% | +4.6% | +7.7% | +8.0% |
| YTD | +9.5% | +18.0% | -8.5% | -4.2% |
| 1Y | +15.8% | +21.8% | -5.9% | -1.2% |
| 3Y | +157.0% | +61.1% | +95.9% | +69.3% |
| 5Y | +148.8% | +27.3% | +121.5% | +93.0% |
| 10Y | +264.0% | +154.1% | +109.9% | +62.8% |
| All | +1,759.8% | +1,116.7% | +643.1% | +117.6% |
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