+267.4%
RTX vs IEF
+7.3%
+260.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | 0.0% |
| 7D | +4.8% | -2.0% | +6.8% | +3.9% |
| 30D | +6.5% | +0.7% | +5.8% | +6.8% |
| 3M | -9.6% | -2.5% | -7.2% | -10.7% |
| 6M | +12.3% | -2.6% | +14.9% | +11.0% |
| YTD | +9.5% | -3.2% | +12.6% | +7.8% |
| 1Y | +15.8% | -3.0% | +18.9% | +14.2% |
| 3Y | +157.0% | +10.5% | +146.5% | +173.2% |
| 5Y | +148.8% | -8.2% | +157.0% | +107.0% |
| All | +267.4% | +7.3% | +260.1% | +260.8% |
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