+19.5%
IVZ vs RVTY
+69.5%
-50.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.8% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -11.2% | +1.0% | -12.2% | -11.4% |
| 3M | -14.0% | +35.8% | -49.8% | -22.0% |
| 6M | +0.5% | +56.7% | -56.2% | -14.7% |
| YTD | +5.4% | +60.7% | -55.3% | -11.8% |
| 1Y | +19.5% | +73.7% | -54.2% | -1.5% |
| All | +19.5% | +69.5% | -50.0% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling