+286.4%
RTX vs IRM
+422.6%
-136.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -3.1% | +1.6% | -4.7% | -3.6% |
| 30D | -10.6% | -4.2% | -6.4% | -9.4% |
| 3M | +11.6% | -5.4% | +17.0% | +13.1% |
| 6M | -4.5% | +12.0% | -16.5% | -9.1% |
| YTD | +9.6% | +42.0% | -32.5% | -4.5% |
| 1Y | +30.8% | +29.9% | +1.0% | +17.0% |
| 3Y | +152.8% | +104.4% | +48.5% | +83.3% |
| 5Y | +167.1% | +191.0% | -23.9% | +63.1% |
| All | +286.4% | +422.6% | -136.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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