+44.6%
IVZ vs RL
+369.1%
-324.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +2.2% | +1.3% | +0.8% | +1.6% |
| 30D | -2.2% | +7.6% | -9.8% | -5.8% |
| 3M | -8.4% | -1.5% | -6.9% | -7.9% |
| 6M | +6.2% | +12.1% | -5.9% | -1.7% |
| YTD | +12.4% | +13.9% | -1.5% | +2.6% |
| 1Y | +26.0% | +20.7% | +5.3% | +11.4% |
| 3Y | +147.9% | +260.6% | -112.7% | +15.9% |
| 5Y | +38.8% | +248.9% | -210.1% | -35.7% |
| 10Y | +44.6% | +355.9% | -311.3% | -45.1% |
| All | +44.6% | +369.1% | -324.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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