+886.2%
IVZ vs RVTY
+2,194.7%
-1,308.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.2% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -11.2% | +1.0% | -12.2% | -11.7% |
| 3M | -14.0% | +35.8% | -49.8% | -25.5% |
| 6M | +0.5% | +56.7% | -56.2% | -19.0% |
| YTD | +5.4% | +60.7% | -55.3% | -16.4% |
| 1Y | +19.5% | +73.7% | -54.2% | -8.6% |
| 3Y | +128.7% | +82.8% | +45.9% | +67.5% |
| 5Y | +28.8% | -7.0% | +35.8% | +23.1% |
| 10Y | +52.3% | +212.3% | -160.0% | -15.1% |
| All | +886.2% | +2,194.7% | -1,308.5% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling