+5,537.8%
RTX vs IVZ
+964.6%
+4,573.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.2% | +1.5% |
| 7D | -3.2% | +4.1% | -7.3% | -4.5% |
| 30D | +5.6% | -2.0% | +7.6% | +5.9% |
| 3M | -11.7% | -7.8% | -3.8% | -9.8% |
| 6M | +12.3% | +6.3% | +6.0% | +9.2% |
| YTD | +8.2% | +12.6% | -4.4% | +2.5% |
| 1Y | +12.6% | +27.6% | -15.1% | +2.3% |
| 3Y | +152.8% | +154.0% | -1.2% | +77.5% |
| 5Y | +140.2% | +37.3% | +102.9% | +98.4% |
| 10Y | +273.8% | +50.5% | +223.2% | +176.6% |
| All | +5,537.8% | +964.6% | +4,573.2% | +1,898.4% |
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 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