+63.4%
IVZ vs RRX
+210.7%
-147.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.7% |
| 7D | +1.2% | -0.7% | +1.9% | +1.6% |
| 30D | +1.8% | -8.0% | +9.7% | +6.7% |
| 3M | +15.7% | -25.1% | +40.8% | +33.5% |
| 6M | +36.3% | -18.3% | +54.6% | +45.5% |
| YTD | +24.9% | +14.2% | +10.8% | +5.3% |
| 1Y | +48.9% | +13.0% | +35.9% | +24.9% |
| 3Y | +136.8% | +4.2% | +132.6% | +93.2% |
| 5Y | +60.0% | +17.9% | +42.1% | +13.7% |
| 10Y | +63.4% | +220.4% | -157.1% | -46.8% |
| All | +63.4% | +210.7% | -147.3% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling