+269.0%
RTX vs IVZ
+44.4%
+224.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.4% | -2.8% | +4.2% | +2.3% |
| 30D | +7.8% | -2.2% | +10.0% | +8.3% |
| 3M | -9.8% | -8.1% | -1.7% | -7.6% |
| 6M | +13.5% | +3.8% | +9.8% | +10.9% |
| YTD | +10.9% | +11.5% | -0.5% | +4.5% |
| 1Y | +14.0% | +23.7% | -9.7% | +3.2% |
| 3Y | +159.9% | +145.8% | +14.1% | +71.6% |
| 5Y | +151.7% | +36.1% | +115.5% | +103.7% |
| 10Y | +269.0% | +42.4% | +226.5% | +135.1% |
| All | +269.0% | +44.4% | +224.6% | +135.1% |
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