+1,104.4%
IVZ vs RRX
+1,371.6%
-267.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.6% | +3.4% | -2.8% | -1.3% |
| 30D | +4.0% | -11.1% | +15.1% | +11.1% |
| 3M | +18.2% | -23.7% | +41.9% | +34.5% |
| 6M | +32.8% | -22.0% | +54.8% | +45.8% |
| YTD | +28.7% | +16.5% | +12.3% | +9.8% |
| 1Y | +55.4% | +11.5% | +43.9% | +34.6% |
| 3Y | +135.2% | +1.5% | +133.7% | +101.3% |
| 5Y | +64.2% | +18.3% | +45.9% | +25.2% |
| 10Y | +64.6% | +209.8% | -145.2% | -29.3% |
| All | +1,104.4% | +1,371.6% | -267.2% | +182.5% |
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 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