+267.4%
RTX vs IWF
+383.8%
-116.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.8% |
| 7D | +4.8% | +2.8% | +2.0% | +3.1% |
| 30D | +6.5% | -7.5% | +14.0% | +11.1% |
| 3M | -9.6% | -8.5% | -1.1% | -5.3% |
| 6M | +12.3% | -7.4% | +19.7% | +16.2% |
| YTD | +9.5% | -2.6% | +12.1% | +9.3% |
| 1Y | +15.8% | -1.8% | +17.7% | +15.0% |
| 3Y | +157.0% | +65.5% | +91.5% | +73.7% |
| 5Y | +148.8% | +55.8% | +93.0% | +72.8% |
| All | +267.4% | +383.8% | -116.4% | -5.9% |
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