+51.7%
IVZ vs RRX
+13.4%
+38.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +1.1% | +4.3% | -3.2% | -0.2% |
| 30D | +3.1% | -8.0% | +11.1% | +5.7% |
| 3M | +18.2% | -22.0% | +40.2% | +25.8% |
| 6M | +38.6% | -11.9% | +50.5% | +39.6% |
| YTD | +25.9% | +17.1% | +8.8% | +12.0% |
| 1Y | +51.7% | +14.9% | +36.8% | +35.0% |
| All | +51.7% | +13.4% | +38.3% | +35.0% |
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