+158.6%
RTX vs IYR
+42.0%
+116.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -1.7% | +2.1% | -3.8% | -2.6% |
| 30D | +7.7% | +7.2% | +0.5% | +4.8% |
| 3M | -10.3% | +0.4% | -10.7% | -10.6% |
| 6M | +14.6% | +1.4% | +13.1% | +13.7% |
| YTD | +10.4% | +11.3% | -1.0% | +5.9% |
| 1Y | +13.5% | +10.5% | +3.0% | +9.2% |
| 3Y | +158.6% | +41.7% | +116.9% | +144.2% |
| All | +158.6% | +42.0% | +116.6% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling