+951.4%
IVZ vs RRX
+1,529.8%
-578.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | +2.2% | 0.0% | +2.1% | +2.0% |
| 30D | -2.2% | +9.0% | -11.2% | -7.7% |
| 3M | -8.4% | +4.0% | -12.4% | -11.6% |
| 6M | +6.2% | -15.7% | +21.9% | +12.1% |
| YTD | +12.4% | +29.0% | -16.6% | -10.7% |
| 1Y | +26.0% | +35.2% | -9.2% | -2.9% |
| 3Y | +147.9% | +67.7% | +80.1% | +58.5% |
| 5Y | +38.8% | +14.9% | +23.9% | +7.7% |
| 10Y | +44.6% | +216.8% | -172.3% | -39.3% |
| All | +951.4% | +1,529.8% | -578.4% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling