+76.7%
IVZ vs RNG
+327.7%
-251.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.9% |
| 7D | +0.6% | +5.8% | -5.1% | -0.5% |
| 30D | +4.0% | +19.6% | -15.6% | +0.2% |
| 3M | +18.2% | +67.0% | -48.8% | +5.1% |
| 6M | +32.8% | +88.4% | -55.5% | +13.5% |
| YTD | +28.7% | +155.5% | -126.7% | +1.3% |
| 1Y | +55.4% | +141.7% | -86.3% | +23.2% |
| 3Y | +135.2% | +131.1% | +4.1% | +82.3% |
| 5Y | +64.2% | -70.6% | +134.8% | +69.1% |
| 10Y | +64.6% | +228.2% | -163.6% | -7.8% |
| All | +76.7% | +327.7% | -251.0% | -6.6% |
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