+41.5%
IVZ vs RVTY
+211.6%
-170.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +3.2% |
| 7D | +7.6% | -0.5% | +8.1% | +7.9% |
| 30D | +4.3% | +1.5% | +2.8% | +3.4% |
| 3M | -9.3% | +31.5% | -40.8% | -21.7% |
| 6M | +5.2% | +62.7% | -57.4% | -19.3% |
| YTD | +13.4% | +60.0% | -46.5% | -13.1% |
| 1Y | +25.4% | +65.7% | -40.3% | -6.0% |
| 3Y | +152.5% | +85.2% | +67.3% | +72.1% |
| 5Y | +36.7% | -14.9% | +51.6% | +35.9% |
| All | +41.5% | +211.6% | -170.1% | -33.4% |
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