+1,757.7%
RTX vs IWF
+679.4%
+1,078.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +3.4% | +5.3% | -1.9% | -0.6% |
| 30D | +8.4% | -8.6% | +17.0% | +15.4% |
| 3M | -10.7% | -6.5% | -4.1% | -6.7% |
| 6M | +11.7% | -5.6% | +17.4% | +14.8% |
| YTD | +9.3% | -1.5% | +10.9% | +8.1% |
| 1Y | +13.3% | -2.8% | +16.1% | +13.1% |
| 3Y | +156.1% | +67.1% | +89.0% | +59.2% |
| 5Y | +148.5% | +57.6% | +90.9% | +55.5% |
| 10Y | +263.6% | +390.4% | -126.7% | -16.8% |
| All | +1,757.7% | +679.4% | +1,078.4% | +102.3% |
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