+4,327.5%
RTX vs IRM
+9,145.3%
-4,817.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -5.1% | -8.6% | +3.5% | -2.9% |
| 30D | +5.1% | -8.0% | +13.1% | +7.3% |
| 3M | -14.8% | -12.0% | -2.8% | -12.2% |
| 6M | +8.0% | -18.2% | +26.2% | +13.2% |
| YTD | +4.5% | +31.4% | -26.9% | -4.6% |
| 1Y | +9.8% | +9.2% | +0.7% | +5.4% |
| 3Y | +144.2% | +94.6% | +49.6% | +94.6% |
| 5Y | +131.4% | +170.2% | -38.7% | +65.5% |
| 10Y | +273.3% | +464.3% | -191.0% | +111.9% |
| All | +4,327.5% | +9,145.3% | -4,817.9% | +1,431.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling