+132.6%
RTX vs IRM
+168.2%
-35.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -5.1% | -8.6% | +3.5% | -3.2% |
| 30D | +5.1% | -8.0% | +13.1% | +7.0% |
| 3M | -14.8% | -12.0% | -2.8% | -12.6% |
| 6M | +8.0% | -18.2% | +26.2% | +12.6% |
| YTD | +4.5% | +31.4% | -26.9% | -4.3% |
| 1Y | +9.8% | +9.2% | +0.7% | +5.5% |
| 3Y | +144.2% | +94.6% | +49.6% | +89.9% |
| All | +132.6% | +168.2% | -35.6% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling