+269.0%
RTX vs IWF
+392.3%
-123.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.8% |
| 7D | +1.4% | -1.1% | +2.5% | +2.0% |
| 30D | +7.8% | -8.3% | +16.1% | +13.0% |
| 3M | -9.8% | -5.6% | -4.2% | -7.2% |
| 6M | +13.5% | -5.4% | +19.0% | +15.9% |
| YTD | +10.9% | -1.2% | +12.1% | +9.8% |
| 1Y | +14.0% | -2.7% | +16.6% | +13.8% |
| 3Y | +159.9% | +67.8% | +92.1% | +74.3% |
| 5Y | +151.7% | +60.1% | +91.6% | +71.4% |
| 10Y | +269.0% | +392.2% | -123.2% | -6.8% |
| All | +269.0% | +392.3% | -123.3% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling