+26.2%
IVZ vs RNG
+169.5%
-143.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.7% |
| 7D | +4.1% | -6.2% | +10.3% | +4.6% |
| 30D | -2.0% | -8.0% | +6.0% | -1.5% |
| 3M | -7.8% | +15.7% | -23.5% | -8.4% |
| 6M | +6.3% | +60.3% | -54.0% | +3.9% |
| YTD | +12.6% | +153.8% | -141.2% | +2.5% |
| All | +26.2% | +169.5% | -143.3% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling