+167.1%
RTX vs IYR
+5.6%
+161.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -10.6% | -2.5% | -8.0% | -9.5% |
| 3M | +11.6% | +1.5% | +10.2% | +10.7% |
| 6M | -4.5% | +3.9% | -8.4% | -6.3% |
| YTD | +9.6% | +9.5% | 0.0% | +4.9% |
| 1Y | +30.8% | +7.5% | +23.4% | +26.3% |
| 3Y | +152.8% | +30.8% | +122.0% | +119.8% |
| 5Y | +167.1% | +4.8% | +162.3% | +163.0% |
| All | +167.1% | +5.6% | +161.5% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling