+273.8%
RTX vs IP
+31.6%
+242.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.2% |
| 30D | +5.6% | +10.6% | -5.1% | +1.6% |
| 3M | -11.7% | -13.6% | +1.9% | -7.4% |
| 6M | +12.3% | +10.4% | +1.9% | +6.5% |
| YTD | +8.2% | -6.5% | +14.7% | +7.4% |
| 1Y | +12.6% | -2.1% | +14.7% | +9.4% |
| 3Y | +152.8% | +22.0% | +130.8% | +103.4% |
| 5Y | +140.2% | -9.7% | +149.9% | +119.1% |
| 10Y | +273.8% | +26.8% | +247.0% | +171.4% |
| All | +273.8% | +31.6% | +242.2% | +171.4% |
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