+173.5%
RTX vs IEFA
+64.1%
+109.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -2.0% | -2.4% | +0.4% | -1.0% |
| 30D | -11.2% | -2.1% | -9.1% | -10.4% |
| 3M | +12.0% | +5.5% | +6.5% | +9.2% |
| 6M | -3.6% | +8.1% | -11.7% | -7.0% |
| YTD | +9.2% | +11.9% | -2.7% | +3.6% |
| 1Y | +29.7% | +18.1% | +11.6% | +20.4% |
| All | +173.5% | +64.1% | +109.5% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling