+278.0%
RTX vs IP
+23.2%
+254.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.5% |
| 7D | -5.2% | -5.3% | +0.1% | -3.3% |
| 30D | -9.4% | -10.9% | +1.5% | -5.7% |
| 3M | +12.3% | +11.2% | +1.1% | +6.8% |
| 6M | -3.1% | -10.2% | +7.1% | -1.1% |
| YTD | +10.7% | -2.0% | +12.7% | +8.4% |
| 1Y | +28.4% | -19.1% | +47.5% | +34.4% |
| 3Y | +147.1% | +20.9% | +126.2% | +101.6% |
| 5Y | +167.2% | -17.8% | +185.1% | +160.0% |
| All | +278.0% | +23.2% | +254.8% | +170.8% |
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