+62.8%
IVZ vs RRX
+19.7%
+43.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | +1.1% | +4.3% | -3.2% | -0.9% |
| 30D | +3.1% | -8.0% | +11.1% | +7.1% |
| 3M | +18.2% | -22.0% | +40.2% | +30.3% |
| 6M | +38.6% | -11.9% | +50.5% | +40.9% |
| YTD | +25.9% | +17.1% | +8.8% | +8.3% |
| 1Y | +51.7% | +14.9% | +36.8% | +30.7% |
| 3Y | +138.7% | +6.9% | +131.8% | +103.6% |
| 5Y | +62.8% | +19.6% | +43.2% | +31.4% |
| All | +62.8% | +19.7% | +43.1% | +31.4% |
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