+49.0%
IVZ vs RL
+356.1%
-307.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | -2.4% | -4.2% | +1.7% | -0.1% |
| 30D | -11.2% | +4.3% | -15.5% | -13.1% |
| 3M | -14.0% | -4.6% | -9.4% | -12.1% |
| 6M | +0.5% | +1.7% | -1.3% | -2.1% |
| YTD | +5.4% | +7.3% | -1.9% | -0.7% |
| 1Y | +19.5% | +20.8% | -1.3% | +5.3% |
| 3Y | +128.7% | +247.0% | -118.3% | +8.7% |
| 5Y | +28.8% | +225.5% | -196.7% | -38.3% |
| All | +49.0% | +356.1% | -307.1% | -42.0% |
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