+224.0%
RTX vs IR
+332.9%
-108.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.8% | +2.5% | +2.3% | +3.7% |
| 30D | +6.5% | +9.2% | -2.7% | +2.7% |
| 3M | -9.6% | +0.9% | -10.6% | -10.3% |
| 6M | +12.3% | +19.2% | -6.9% | +3.8% |
| YTD | +9.5% | +7.5% | +2.0% | +4.2% |
| 1Y | +15.8% | +11.7% | +4.1% | +8.3% |
| 3Y | +157.0% | +23.9% | +133.1% | +119.4% |
| 5Y | +148.8% | +46.4% | +102.4% | +90.8% |
| All | +224.0% | +332.9% | -108.9% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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