+271.6%
RTX vs IP
+25.2%
+246.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -1.9% |
| 7D | -3.8% | -5.0% | +1.2% | -2.1% |
| 30D | +4.7% | +6.5% | -1.8% | +2.1% |
| 3M | -13.4% | -18.0% | +4.6% | -7.5% |
| 6M | +11.8% | +10.3% | +1.5% | +6.0% |
| YTD | +5.8% | -9.9% | +15.6% | +6.3% |
| 1Y | +11.9% | -1.1% | +13.0% | +8.1% |
| 3Y | +146.3% | +13.0% | +133.3% | +104.7% |
| 5Y | +134.3% | -12.3% | +146.6% | +115.5% |
| All | +271.6% | +25.2% | +246.4% | +177.7% |
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