+19.5%
IVZ vs RRC
+31.6%
-12.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | -0.2% |
| 7D | -2.4% | -10.8% | +8.4% | -3.3% |
| 30D | -11.2% | +22.3% | -33.5% | -9.4% |
| 3M | -14.0% | +26.6% | -40.6% | -11.7% |
| 6M | +0.5% | +18.9% | -18.5% | +2.8% |
| YTD | +5.4% | +39.2% | -33.8% | +5.6% |
| 1Y | +19.5% | +34.0% | -14.5% | +21.0% |
| All | +19.5% | +31.6% | -12.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling