+304.3%
IVZ vs RBA
+3,565.6%
-3,261.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.6% | -2.9% | +3.6% | +1.9% |
| 30D | +4.0% | -12.3% | +16.3% | +9.6% |
| 3M | +18.2% | -20.5% | +38.7% | +28.4% |
| 6M | +32.8% | -18.5% | +51.4% | +42.7% |
| YTD | +28.7% | -18.2% | +47.0% | +37.6% |
| 1Y | +55.4% | -27.5% | +82.9% | +74.4% |
| 3Y | +135.2% | +38.1% | +97.1% | +97.5% |
| 5Y | +64.2% | +44.8% | +19.4% | +29.9% |
| 10Y | +64.6% | +187.1% | -122.5% | -8.8% |
| All | +304.3% | +3,565.6% | -3,261.2% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling