+14.7%
IVZ vs RL
+14.9%
-0.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +3.0% |
| 7D | +2.6% | +5.8% | -3.1% | +1.2% |
| 30D | -3.5% | +12.7% | -16.2% | -6.3% |
| 3M | -7.4% | +9.3% | -16.7% | -9.7% |
| 6M | +14.7% | +16.9% | -2.2% | +10.9% |
| All | +14.7% | +14.9% | -0.2% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling