+1,780.5%
RTX vs IWF
+727.1%
+1,053.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -5.2% | +0.5% | -5.7% | -5.6% |
| 30D | -9.4% | -0.4% | -9.0% | -9.2% |
| 3M | +12.3% | -2.6% | +14.9% | +13.6% |
| 6M | -3.1% | +9.1% | -12.3% | -10.6% |
| YTD | +10.7% | +4.5% | +6.2% | +5.4% |
| 1Y | +28.4% | +10.1% | +18.3% | +17.1% |
| 3Y | +147.1% | +77.6% | +69.4% | +47.2% |
| 5Y | +167.2% | +73.7% | +93.5% | +55.5% |
| 10Y | +274.7% | +411.5% | -136.8% | -16.3% |
| All | +1,780.5% | +727.1% | +1,053.4% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling