+162.1%
RTX vs IOT
+55.2%
+106.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.4% |
| 7D | -1.6% | +5.1% | -6.7% | -1.9% |
| 30D | -11.6% | -3.0% | -8.5% | -11.4% |
| 3M | +9.2% | +15.0% | -5.8% | +7.9% |
| 6M | -4.4% | +13.1% | -17.6% | -5.7% |
| YTD | +8.9% | +9.0% | -0.1% | +7.4% |
| 1Y | +32.1% | +0.1% | +32.0% | +30.9% |
| 3Y | +151.2% | +26.4% | +124.8% | +140.3% |
| All | +162.1% | +55.2% | +106.9% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling