+167.1%
RTX vs IVZ
+63.4%
+103.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -10.6% | +3.1% | -13.7% | -11.1% |
| 3M | +11.6% | +18.2% | -6.5% | +7.8% |
| 6M | -4.5% | +38.6% | -43.1% | -10.8% |
| YTD | +9.6% | +25.9% | -16.3% | +3.9% |
| 1Y | +30.8% | +51.7% | -20.8% | +19.1% |
| 3Y | +152.8% | +138.7% | +14.2% | +102.3% |
| 5Y | +167.1% | +62.8% | +104.3% | +127.8% |
| All | +167.1% | +63.4% | +103.7% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling