+11.2%
RTX vs IRE
-97.2%
+108.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +39.6% | -40.8% | -1.4% |
| 7D | -5.1% | -27.2% | +22.0% | -5.1% |
| 30D | +5.1% | -75.1% | +80.3% | +5.6% |
| 3M | -14.8% | -77.9% | +63.0% | -14.5% |
| 6M | +8.0% | -94.6% | +102.6% | +9.6% |
| YTD | +4.5% | -91.5% | +96.0% | +3.9% |
| 1Y | +9.8% | -97.8% | +107.7% | +7.8% |
| All | +11.2% | -97.2% | +108.4% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling