+140.3%
IVZ vs RVTY
+12.6%
+127.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +4.0% | +13.2% | -9.2% | -1.3% |
| 3M | +18.2% | +27.2% | -9.1% | +5.9% |
| 6M | +32.8% | +32.4% | +0.4% | +16.2% |
| YTD | +28.7% | +34.9% | -6.1% | +11.4% |
| 1Y | +55.4% | +52.4% | +3.0% | +26.7% |
| All | +140.3% | +12.6% | +127.7% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling