+42.4%
IVZ vs RBA
+209.3%
-166.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -2.2% | +9.0% | -11.1% | -5.5% |
| 3M | -8.1% | +7.2% | -15.3% | -11.0% |
| 6M | +3.8% | -7.8% | +11.5% | +5.4% |
| YTD | +11.5% | -6.4% | +17.8% | +12.0% |
| 1Y | +23.7% | -4.2% | +27.9% | +23.2% |
| 3Y | +145.8% | +64.1% | +81.7% | +96.2% |
| 5Y | +36.1% | +48.4% | -12.3% | +9.4% |
| 10Y | +42.4% | +209.9% | -167.5% | -23.5% |
| All | +42.4% | +209.3% | -166.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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