+49.0%
IVZ vs RBA
+224.6%
-175.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -2.4% | +4.3% | -6.7% | -4.0% |
| 30D | -11.2% | +16.3% | -27.5% | -16.5% |
| 3M | -14.0% | +1.3% | -15.3% | -14.9% |
| 6M | +0.5% | -11.1% | +11.5% | +3.5% |
| YTD | +5.4% | -8.5% | +13.9% | +6.8% |
| 1Y | +19.5% | -2.1% | +21.6% | +17.8% |
| 3Y | +128.7% | +44.6% | +84.1% | +90.6% |
| 5Y | +28.8% | +36.8% | -8.1% | +6.7% |
| All | +49.0% | +224.6% | -175.6% | -22.0% |
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