+163.5%
RTX vs IOT
+66.1%
+97.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.8% | +0.9% | +3.8% | +4.7% |
| 30D | +6.5% | +1.4% | +5.1% | +6.3% |
| 3M | -9.6% | +0.5% | -10.2% | -9.8% |
| 6M | +12.3% | +50.3% | -38.0% | +8.8% |
| YTD | +9.5% | +16.7% | -7.2% | +7.4% |
| 1Y | +15.8% | +6.8% | +9.0% | +14.2% |
| 3Y | +157.0% | +75.5% | +81.5% | +140.2% |
| All | +163.5% | +66.1% | +97.4% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling