-3.1%
RTX vs IOT
+39.3%
-42.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.7% |
| 7D | -5.2% | -2.3% | -2.8% | -5.2% |
| 30D | -9.4% | +3.8% | -13.2% | -9.4% |
| 3M | +12.3% | +14.2% | -1.9% | +12.4% |
| 6M | -3.1% | +40.1% | -43.2% | -4.0% |
| All | -3.1% | +39.3% | -42.5% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling