+41.5%
IVZ vs RL
+337.1%
-295.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +3.0% |
| 7D | +7.6% | +2.6% | +5.0% | +6.2% |
| 30D | +4.3% | +2.9% | +1.4% | +2.9% |
| 3M | -9.3% | 0.0% | -9.4% | -9.5% |
| 6M | +5.2% | +17.1% | -11.9% | -4.7% |
| YTD | +13.4% | +10.1% | +3.3% | +5.4% |
| 1Y | +25.4% | +17.3% | +8.1% | +12.5% |
| 3Y | +152.5% | +249.3% | -96.8% | +20.1% |
| 5Y | +36.7% | +240.9% | -204.2% | -35.8% |
| All | +41.5% | +337.1% | -295.6% | -45.5% |
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