+152.8%
RTX vs IOT
+30.1%
+122.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.1% | +2.8% | -5.9% | -3.2% |
| 30D | -10.6% | -1.8% | -8.8% | -10.5% |
| 3M | +11.6% | +17.9% | -6.2% | +10.5% |
| 6M | -4.5% | +13.5% | -18.1% | -5.4% |
| YTD | +9.6% | +13.3% | -3.7% | +8.5% |
| 1Y | +30.8% | -3.3% | +34.1% | +30.7% |
| 3Y | +152.8% | +31.3% | +121.5% | +147.5% |
| All | +152.8% | +30.1% | +122.8% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling