+140.2%
RTX vs IVZ
+37.3%
+102.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.2% | +2.3% |
| 7D | -3.2% | +4.1% | -7.3% | -4.0% |
| 30D | +5.6% | -2.0% | +7.6% | +5.8% |
| 3M | -11.7% | -7.8% | -3.8% | -10.5% |
| 6M | +12.3% | +6.3% | +6.0% | +10.4% |
| YTD | +8.2% | +12.6% | -4.4% | +4.5% |
| 1Y | +12.6% | +27.6% | -15.1% | +5.8% |
| 3Y | +152.8% | +154.0% | -1.2% | +95.3% |
| 5Y | +140.2% | +37.3% | +102.9% | +129.0% |
| All | +140.2% | +37.3% | +102.9% | +129.0% |
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