+152.5%
IVZ vs RNG
+179.0%
-26.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +7.6% | +4.6% | +3.0% | +6.8% |
| 30D | +4.3% | +0.4% | +3.9% | +4.2% |
| 3M | -9.3% | +11.4% | -20.8% | -11.3% |
| 6M | +5.2% | +95.7% | -90.4% | -8.5% |
| YTD | +13.4% | +162.9% | -149.4% | -11.1% |
| 1Y | +25.4% | +180.3% | -154.9% | -3.7% |
| 3Y | +152.5% | +188.3% | -35.9% | +86.9% |
| All | +152.5% | +179.0% | -26.5% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling