+280.0%
RTX vs IVZ
+64.1%
+216.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -2.0% | -2.4% | +0.4% | -1.2% |
| 30D | -11.2% | +2.5% | -13.7% | -12.0% |
| 3M | +12.0% | +17.1% | -5.0% | +5.4% |
| 6M | -3.6% | +35.1% | -38.7% | -14.0% |
| YTD | +9.2% | +24.3% | -15.1% | -0.5% |
| 1Y | +29.7% | +48.7% | -19.0% | +10.4% |
| 3Y | +152.0% | +135.6% | +16.3% | +70.8% |
| 5Y | +165.8% | +60.3% | +105.4% | +101.3% |
| All | +280.0% | +64.1% | +216.0% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling