+279.0%
RTX vs IVZ
+64.9%
+214.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | -11.6% | +1.8% | -13.3% | -12.1% |
| 3M | +9.2% | +15.7% | -6.6% | +3.1% |
| 6M | -4.4% | +36.3% | -40.8% | -15.0% |
| YTD | +8.9% | +24.9% | -16.0% | -0.9% |
| 1Y | +32.1% | +48.9% | -16.8% | +12.3% |
| 3Y | +151.2% | +136.8% | +14.4% | +70.0% |
| 5Y | +162.9% | +60.0% | +102.9% | +99.5% |
| All | +279.0% | +64.9% | +214.0% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling