+1,104.4%
IVZ vs RRC
+815.6%
+288.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.6% | +1.3% | -0.7% | +0.3% |
| 30D | +4.0% | +10.1% | -6.1% | +1.8% |
| 3M | +18.2% | +4.0% | +14.2% | +16.7% |
| 6M | +32.8% | +1.6% | +31.2% | +31.3% |
| YTD | +28.7% | +19.7% | +9.0% | +22.6% |
| 1Y | +55.4% | +21.4% | +34.0% | +46.9% |
| 3Y | +135.2% | +29.7% | +105.5% | +116.1% |
| 5Y | +64.2% | +153.9% | -89.7% | +24.2% |
| 10Y | +64.6% | +10.8% | +53.8% | +22.7% |
| All | +1,104.4% | +815.6% | +288.8% | +550.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling