+280.0%
RTX vs IEF
+4.0%
+276.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | -0.1% |
| 7D | -2.0% | -1.2% | -0.8% | -2.5% |
| 30D | -11.2% | -1.5% | -9.7% | -11.8% |
| 3M | +12.0% | -1.7% | +13.7% | +11.2% |
| 6M | -3.6% | -3.5% | -0.1% | -5.2% |
| YTD | +9.2% | -2.6% | +11.8% | +7.8% |
| 1Y | +29.7% | -2.4% | +32.1% | +28.2% |
| 3Y | +152.0% | +8.9% | +143.0% | +164.4% |
| 5Y | +165.8% | -9.2% | +175.0% | +115.9% |
| All | +280.0% | +4.0% | +276.1% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling