+1,831.7%
RTX vs IYR
+700.6%
+1,131.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | -5.2% | -1.2% | -3.9% | -4.5% |
| 30D | -9.4% | -2.9% | -6.5% | -8.0% |
| 3M | +12.3% | +0.8% | +11.5% | +11.6% |
| 6M | -3.1% | +1.9% | -5.0% | -4.2% |
| YTD | +10.7% | +9.6% | +1.0% | +5.2% |
| 1Y | +28.4% | +8.1% | +20.3% | +22.9% |
| 3Y | +147.1% | +29.2% | +117.9% | +111.7% |
| 5Y | +167.2% | +4.3% | +163.0% | +154.3% |
| 10Y | +274.7% | +64.7% | +210.0% | +184.1% |
| All | +1,831.7% | +700.6% | +1,131.1% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling