+1,420.4%
RTX vs IEF
+129.4%
+1,291.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -5.2% | -0.3% | -4.9% | -5.4% |
| 30D | -9.4% | -0.8% | -8.6% | -10.1% |
| 3M | +12.3% | -1.0% | +13.3% | +11.2% |
| 6M | -3.1% | -2.8% | -0.4% | -5.8% |
| YTD | +10.7% | -1.5% | +12.2% | +9.0% |
| 1Y | +28.4% | -0.4% | +28.8% | +27.8% |
| 3Y | +147.1% | +9.7% | +137.4% | +170.1% |
| 5Y | +167.2% | -8.3% | +175.6% | +131.3% |
| 10Y | +274.7% | +4.6% | +270.1% | +292.0% |
| All | +1,420.4% | +129.4% | +1,291.0% | +5,244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling