+5,651.6%
RTX vs IVZ
+963.1%
+4,688.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | -1.7% | +2.2% | -3.9% | -2.5% |
| 30D | +7.7% | -2.2% | +9.9% | +8.1% |
| 3M | -10.3% | -8.4% | -1.9% | -8.3% |
| 6M | +14.6% | +6.2% | +8.4% | +11.5% |
| YTD | +10.4% | +12.4% | -2.0% | +4.6% |
| 1Y | +13.5% | +26.0% | -12.5% | +3.6% |
| 3Y | +158.6% | +147.9% | +10.7% | +83.0% |
| 5Y | +147.3% | +38.8% | +108.5% | +103.6% |
| 10Y | +268.6% | +44.6% | +224.1% | +176.1% |
| All | +5,651.6% | +963.1% | +4,688.4% | +1,939.6% |
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