+1,775.6%
RTX vs IWF
+664.8%
+1,110.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.7% |
| 7D | -1.7% | -2.9% | +1.2% | +0.3% |
| 30D | +7.7% | -10.9% | +18.5% | +16.9% |
| 3M | -10.3% | -8.1% | -2.3% | -5.2% |
| 6M | +14.6% | -7.5% | +22.1% | +19.6% |
| YTD | +10.4% | -3.4% | +13.8% | +10.7% |
| 1Y | +13.5% | -5.0% | +18.5% | +15.3% |
| 3Y | +158.6% | +64.0% | +94.6% | +63.1% |
| 5Y | +147.3% | +56.8% | +90.5% | +55.1% |
| 10Y | +268.6% | +381.2% | -112.5% | -14.5% |
| All | +1,775.6% | +664.8% | +1,110.8% | +107.2% |
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