+37.0%
IVZ vs RNG
-72.1%
+109.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +7.6% | +4.6% | +3.0% | +6.5% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | -9.3% | +11.4% | -20.8% | -12.1% |
| 6M | +5.2% | +95.7% | -90.4% | -12.8% |
| YTD | +13.4% | +162.9% | -149.4% | -16.5% |
| 1Y | +25.4% | +180.3% | -154.9% | -9.5% |
| 3Y | +152.5% | +188.3% | -35.9% | +72.0% |
| All | +37.0% | -72.1% | +109.0% | +46.0% |
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