+886.2%
IVZ vs RRC
+964.6%
-78.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | -2.4% | -10.8% | +8.4% | -0.1% |
| 30D | -11.2% | +22.3% | -33.5% | -15.4% |
| 3M | -14.0% | +26.6% | -40.6% | -18.8% |
| 6M | +0.5% | +18.9% | -18.5% | -4.3% |
| YTD | +5.4% | +39.2% | -33.8% | -3.4% |
| 1Y | +19.5% | +34.0% | -14.5% | +10.1% |
| 3Y | +128.7% | +42.0% | +86.7% | +105.2% |
| 5Y | +28.8% | +111.9% | -83.1% | +1.2% |
| 10Y | +52.3% | +62.8% | -10.5% | +4.2% |
| All | +886.2% | +964.6% | -78.4% | +412.1% |
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