+886.2%
IVZ vs RRC
+996.8%
-110.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.7% | -4.4% | -7.2% |
| 7D | -6.7% | -6.9% | +0.2% | -5.3% |
| 30D | -10.9% | +25.4% | -36.3% | -15.5% |
| 3M | -14.8% | +31.9% | -46.7% | -20.3% |
| 6M | +2.4% | +17.2% | -14.8% | -2.1% |
| YTD | +5.4% | +43.4% | -38.0% | -4.0% |
| 1Y | +19.6% | +36.7% | -17.2% | +9.7% |
| 3Y | +122.4% | +38.8% | +83.6% | +100.6% |
| 5Y | +28.8% | +118.3% | -89.5% | +0.6% |
| 10Y | +52.3% | +67.7% | -15.4% | +3.6% |
| All | +886.2% | +996.8% | -110.5% | +409.0% |
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