+37.0%
IVZ vs RBA
+45.7%
-8.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.0% |
| 7D | +7.6% | +1.7% | +5.9% | +7.0% |
| 30D | +4.3% | +8.3% | -4.0% | +1.4% |
| 3M | -9.3% | +10.5% | -19.9% | -12.8% |
| 6M | +5.2% | -5.9% | +11.1% | +6.0% |
| YTD | +13.4% | -6.9% | +20.3% | +14.2% |
| 1Y | +25.4% | -4.9% | +30.2% | +25.2% |
| 3Y | +152.5% | +64.5% | +88.0% | +108.0% |
| All | +37.0% | +45.7% | -8.8% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling