+30.7%
IVZ vs RRX
+30.0%
+0.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +5.2% |
| 7D | +2.6% | +7.6% | -5.0% | +0.2% |
| 30D | -3.5% | +7.5% | -11.0% | -5.9% |
| 3M | -7.4% | -21.0% | +13.6% | -1.7% |
| 6M | +14.7% | -18.1% | +32.8% | +18.8% |
| YTD | +14.6% | +24.3% | -9.7% | -1.6% |
| 1Y | +30.7% | +29.3% | +1.4% | +10.0% |
| All | +30.7% | +30.0% | +0.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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