+38.8%
IVZ vs RRC
+124.4%
-85.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -1.1% |
| 7D | +2.2% | -5.2% | +7.4% | +3.3% |
| 30D | -2.2% | +25.2% | -27.4% | -7.3% |
| 3M | -8.4% | +27.4% | -35.8% | -13.7% |
| 6M | +6.2% | +27.0% | -20.8% | -0.3% |
| YTD | +12.4% | +46.3% | -33.9% | +1.2% |
| 1Y | +26.0% | +37.1% | -11.1% | +15.1% |
| 3Y | +147.9% | +60.2% | +87.7% | +113.9% |
| 5Y | +38.8% | +136.6% | -97.9% | +11.9% |
| All | +38.8% | +124.4% | -85.7% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling