+4,590.5%
RTX vs IRM
+9,964.6%
-5,374.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | -9.4% | -8.1% | -1.3% | -7.4% |
| 3M | +12.3% | -9.7% | +22.0% | +15.0% |
| 6M | -3.1% | +10.0% | -13.1% | -6.4% |
| YTD | +10.7% | +43.0% | -32.3% | -0.9% |
| 1Y | +28.4% | +32.7% | -4.3% | +16.9% |
| 3Y | +147.1% | +102.7% | +44.3% | +95.3% |
| 5Y | +167.2% | +187.6% | -20.3% | +88.4% |
| 10Y | +274.7% | +420.1% | -145.4% | +117.3% |
| All | +4,590.5% | +9,964.6% | -5,374.1% | +1,491.1% |
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