+267.0%
RTX vs IP
+26.3%
+240.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.5% |
| 7D | -5.1% | -5.1% | -0.1% | -3.4% |
| 30D | +5.1% | +8.5% | -3.4% | +1.9% |
| 3M | -14.8% | -13.8% | -1.0% | -10.6% |
| 6M | +8.0% | +5.7% | +2.3% | +4.1% |
| YTD | +4.5% | -9.1% | +13.6% | +4.7% |
| 1Y | +9.8% | -0.8% | +10.7% | +6.0% |
| 3Y | +144.2% | +14.8% | +129.4% | +101.6% |
| 5Y | +131.4% | -11.5% | +142.9% | +112.2% |
| All | +267.0% | +26.3% | +240.7% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling