+14.0%
RTX vs IRE
-97.4%
+111.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.1% | -11.6% | +0.4% |
| 7D | +1.4% | -15.1% | +16.6% | +1.5% |
| 30D | +7.8% | -71.4% | +79.2% | +8.4% |
| 3M | -9.8% | -81.2% | +71.4% | -9.1% |
| 6M | +13.5% | -93.7% | +107.3% | +15.3% |
| YTD | +10.9% | -92.2% | +103.2% | +9.1% |
| 1Y | +14.0% | -97.3% | +111.2% | +14.4% |
| All | +14.0% | -97.4% | +111.4% | +14.4% |
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