+267.0%
RTX vs IRM
+524.5%
-257.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.1% |
| 7D | +3.4% | +8.6% | -5.2% | +0.6% |
| 30D | +8.4% | 0.0% | +8.4% | +8.0% |
| 3M | -10.7% | -7.1% | -3.5% | -9.0% |
| 6M | +11.7% | -7.9% | +19.6% | +13.6% |
| YTD | +9.3% | +41.3% | -32.0% | -5.2% |
| 1Y | +13.3% | +20.7% | -7.5% | +3.7% |
| 3Y | +156.1% | +112.2% | +44.0% | +81.2% |
| 5Y | +148.5% | +191.2% | -42.7% | +49.7% |
| All | +267.0% | +524.5% | -257.5% | +53.6% |
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