+128.7%
IVZ vs RBA
+44.2%
+84.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -7.9% |
| 7D | -6.7% | +7.3% | -14.0% | -8.9% |
| 30D | -10.9% | +16.9% | -27.8% | -15.7% |
| 3M | -14.8% | -0.5% | -14.3% | -14.8% |
| 6M | +2.4% | -10.4% | +12.8% | +5.0% |
| YTD | +5.4% | -7.2% | +12.7% | +5.9% |
| 1Y | +19.6% | -2.2% | +21.8% | +17.5% |
| All | +128.7% | +44.2% | +84.5% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling