+60.9%
IVZ vs RNG
+216.3%
-155.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.4% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +3.1% | +11.4% | -8.3% | +0.8% |
| 3M | +18.2% | +72.1% | -53.9% | +4.6% |
| 6M | +38.6% | +67.9% | -29.3% | +21.6% |
| YTD | +25.9% | +144.3% | -118.4% | 0.0% |
| 1Y | +51.7% | +117.5% | -65.9% | +23.1% |
| 3Y | +138.7% | +123.9% | +14.8% | +86.2% |
| 5Y | +62.8% | -70.1% | +132.9% | +62.8% |
| 10Y | +60.9% | +215.9% | -155.0% | -15.7% |
| All | +60.9% | +216.3% | -155.4% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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