+44.7%
IVZ vs RNG
+320.7%
-276.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | -2.4% | -11.3% | +8.9% | -0.1% |
| 30D | -11.2% | -5.7% | -5.5% | -10.3% |
| 3M | -14.0% | +16.8% | -30.8% | -17.0% |
| 6M | +0.5% | +58.5% | -58.0% | -10.5% |
| YTD | +5.4% | +151.3% | -145.9% | -17.1% |
| 1Y | +19.5% | +169.0% | -149.6% | -7.4% |
| 3Y | +128.7% | +156.9% | -28.2% | +73.2% |
| 5Y | +28.8% | -69.0% | +97.8% | +31.4% |
| 10Y | +52.3% | +262.0% | -209.7% | -16.5% |
| All | +44.7% | +320.7% | -276.0% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling