+38.2%
IVZ vs RNG
+236.7%
-198.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +5.1% | +2.3% | +2.9% | +4.7% |
| 30D | -1.6% | -3.4% | +1.8% | -1.0% |
| 3M | -9.1% | +20.9% | -30.0% | -12.8% |
| 6M | +1.8% | +82.2% | -80.4% | -11.6% |
| YTD | +10.8% | +164.6% | -153.8% | -13.5% |
| 1Y | +19.1% | +177.0% | -157.9% | -8.0% |
| 3Y | +144.4% | +177.4% | -33.0% | +82.8% |
| 5Y | +33.6% | -72.3% | +105.9% | +34.0% |
| All | +38.2% | +236.7% | -198.4% | -25.9% |
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