+279.2%
RTX vs IEFA
+148.3%
+130.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.1% |
| 7D | -1.5% | -1.6% | 0.0% | -0.2% |
| 30D | -11.0% | -1.5% | -9.5% | -9.8% |
| 3M | +7.7% | +3.4% | +4.3% | +4.0% |
| 6M | -3.9% | +9.5% | -13.4% | -12.2% |
| YTD | +9.0% | +13.0% | -4.1% | -3.6% |
| 1Y | +27.3% | +18.0% | +9.2% | +8.1% |
| 3Y | +172.9% | +65.4% | +107.5% | +62.5% |
| 5Y | +165.2% | +51.6% | +113.6% | +71.8% |
| All | +279.2% | +148.3% | +130.9% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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