+465.2%
RTX vs IEFA
+217.0%
+248.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -5.2% | +0.6% | -5.7% | -5.6% |
| 30D | -9.4% | +1.0% | -10.4% | -10.2% |
| 3M | +12.3% | +4.7% | +7.6% | +7.5% |
| 6M | -3.1% | +8.6% | -11.7% | -10.4% |
| YTD | +10.7% | +14.8% | -4.2% | -2.7% |
| 1Y | +28.4% | +22.6% | +5.8% | +6.4% |
| 3Y | +147.1% | +67.0% | +80.1% | +51.1% |
| 5Y | +167.2% | +52.3% | +115.0% | +76.5% |
| 10Y | +274.7% | +147.3% | +127.4% | +58.2% |
| All | +465.2% | +217.0% | +248.2% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling