+12.5%
RTX vs IRE
-98.0%
+110.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -33.9% | +30.6% | -3.1% |
| 7D | -3.8% | -57.1% | +53.4% | -3.5% |
| 30D | +4.7% | -84.4% | +89.1% | +5.4% |
| 3M | -13.4% | -85.0% | +71.6% | -12.9% |
| 6M | +11.8% | -95.2% | +107.1% | +12.9% |
| YTD | +5.8% | -93.9% | +99.7% | +5.3% |
| 1Y | +11.9% | -98.8% | +110.7% | +9.7% |
| All | +12.5% | -98.0% | +110.6% | +11.2% |
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