+50.5%
IVZ vs RVTY
+217.6%
-167.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.1% | +5.0% |
| 7D | +4.1% | +6.0% | -1.9% | +1.2% |
| 30D | -2.0% | +4.3% | -6.3% | -4.1% |
| 3M | -7.8% | +40.2% | -48.1% | -22.9% |
| 6M | +6.3% | +59.3% | -53.0% | -17.6% |
| YTD | +12.6% | +66.5% | -54.0% | -15.4% |
| 1Y | +27.6% | +77.5% | -49.8% | -7.5% |
| 3Y | +154.0% | +92.5% | +61.6% | +70.0% |
| 5Y | +37.3% | -6.8% | +44.1% | +30.2% |
| 10Y | +50.5% | +225.4% | -174.8% | -29.7% |
| All | +50.5% | +217.6% | -167.1% | -29.7% |
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