+15.1%
RTX vs IRE
-97.3%
+112.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.6% |
| 7D | -3.2% | -15.5% | +12.3% | -3.1% |
| 30D | +5.6% | -70.4% | +76.0% | +5.9% |
| 3M | -11.7% | -81.6% | +69.9% | -11.2% |
| 6M | +12.3% | -94.7% | +107.0% | +14.0% |
| YTD | +8.2% | -91.8% | +100.0% | +7.6% |
| 1Y | +12.6% | -97.6% | +110.1% | +10.7% |
| All | +15.1% | -97.3% | +112.4% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling