+5,666.5%
RTX vs IVZ
+1,117.8%
+4,548.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -5.2% | +0.6% | -5.8% | -5.4% |
| 30D | -9.4% | +4.0% | -13.4% | -10.5% |
| 3M | +12.3% | +18.2% | -5.9% | +6.1% |
| 6M | -3.1% | +32.8% | -35.9% | -12.0% |
| YTD | +10.7% | +28.7% | -18.1% | +0.9% |
| 1Y | +28.4% | +55.4% | -27.0% | +10.1% |
| 3Y | +147.1% | +135.2% | +11.9% | +78.4% |
| 5Y | +167.2% | +64.2% | +103.1% | +108.6% |
| 10Y | +274.7% | +64.6% | +210.1% | +170.4% |
| All | +5,666.5% | +1,117.8% | +4,548.7% | +1,868.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling