+27.4%
IVZ vs RNG
-69.1%
+96.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.7% |
| 7D | -2.4% | -11.3% | +8.9% | +0.3% |
| 30D | -11.2% | -5.7% | -5.5% | -10.1% |
| 3M | -14.0% | +16.8% | -30.8% | -17.4% |
| 6M | +0.5% | +58.5% | -58.0% | -12.0% |
| YTD | +5.4% | +151.3% | -145.9% | -20.8% |
| 1Y | +19.5% | +169.0% | -149.6% | -12.0% |
| 3Y | +128.7% | +156.9% | -28.2% | +62.6% |
| All | +27.4% | -69.1% | +96.5% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling