+27.4%
IVZ vs RRX
+6.5%
+20.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -2.6% |
| 7D | -2.4% | +7.5% | -10.0% | -6.3% |
| 30D | -11.2% | +3.0% | -14.2% | -13.1% |
| 3M | -14.0% | -5.3% | -8.6% | -12.5% |
| 6M | +0.5% | -26.6% | +27.1% | +12.7% |
| YTD | +5.4% | +21.2% | -15.8% | -12.2% |
| 1Y | +19.5% | +25.9% | -6.5% | -2.8% |
| 3Y | +128.7% | +71.7% | +57.0% | +44.0% |
| All | +27.4% | +6.5% | +20.9% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling