+886.2%
IVZ vs RRX
+1,431.2%
-544.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -3.1% |
| 7D | -2.4% | +7.5% | -10.0% | -7.0% |
| 30D | -11.2% | +3.0% | -14.2% | -13.6% |
| 3M | -14.0% | -5.3% | -8.6% | -12.5% |
| 6M | +0.5% | -26.6% | +27.1% | +14.4% |
| YTD | +5.4% | +21.2% | -15.8% | -13.2% |
| 1Y | +19.5% | +25.9% | -6.5% | -4.1% |
| 3Y | +128.7% | +71.7% | +57.0% | +43.8% |
| 5Y | +28.8% | +7.8% | +21.0% | +3.6% |
| 10Y | +52.3% | +242.9% | -190.6% | -38.9% |
| All | +886.2% | +1,431.2% | -544.9% | +123.3% |
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