+43.6%
IVZ vs RVTY
+221.3%
-177.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +2.2% | -2.7% | +4.8% | +3.6% |
| 30D | -2.2% | +3.2% | -5.4% | -3.7% |
| 3M | -8.4% | +37.2% | -45.6% | -22.5% |
| 6M | +6.2% | +57.7% | -51.5% | -17.3% |
| YTD | +12.4% | +64.8% | -52.5% | -15.1% |
| 1Y | +26.0% | +72.8% | -46.8% | -7.4% |
| 3Y | +147.9% | +89.8% | +58.1% | +67.1% |
| 5Y | +38.8% | -8.4% | +47.2% | +32.8% |
| All | +43.6% | +221.3% | -177.6% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling