+14.7%
RTX vs IRE
-97.6%
+112.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.2% | +20.6% | -2.6% |
| 7D | +1.3% | -46.8% | +48.2% | +1.5% |
| 30D | +7.6% | -75.5% | +83.2% | +8.3% |
| 3M | -8.6% | -79.4% | +70.8% | -8.1% |
| 6M | +15.6% | -91.3% | +106.9% | +16.1% |
| YTD | +9.4% | -90.8% | +100.2% | +8.3% |
| 1Y | +14.7% | -97.7% | +112.4% | +14.1% |
| All | +14.7% | -97.6% | +112.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling