+601.1%
IVZ vs RL
+1,366.2%
-765.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.1% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | +4.0% | -7.8% | +11.8% | +8.0% |
| 3M | +18.2% | -4.0% | +22.2% | +19.9% |
| 6M | +32.8% | -1.9% | +34.7% | +31.7% |
| YTD | +28.7% | -0.2% | +28.9% | +26.6% |
| 1Y | +55.4% | +10.7% | +44.7% | +44.7% |
| 3Y | +135.2% | +210.8% | -75.6% | +27.5% |
| 5Y | +64.2% | +238.2% | -174.0% | -16.5% |
| 10Y | +64.6% | +313.4% | -248.8% | -29.8% |
| All | +601.1% | +1,366.2% | -765.1% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling