+1,403.6%
RTX vs IEF
+125.4%
+1,278.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | -0.1% |
| 7D | +4.8% | -2.0% | +6.8% | +2.8% |
| 30D | +6.5% | +0.7% | +5.8% | +7.2% |
| 3M | -9.6% | -2.5% | -7.2% | -11.8% |
| 6M | +12.3% | -2.6% | +14.9% | +9.5% |
| YTD | +9.5% | -3.2% | +12.6% | +6.0% |
| 1Y | +15.8% | -3.0% | +18.9% | +12.3% |
| 3Y | +157.0% | +10.5% | +146.5% | +184.6% |
| 5Y | +148.8% | -8.2% | +157.0% | +117.3% |
| 10Y | +264.0% | +6.7% | +257.3% | +292.5% |
| All | +1,403.6% | +125.4% | +1,278.3% | +5,098.2% |
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