+1,104.4%
IVZ vs RVTY
+1,825.6%
-721.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +4.0% | +13.2% | -9.2% | -1.7% |
| 3M | +18.2% | +27.2% | -9.1% | +5.3% |
| 6M | +32.8% | +32.4% | +0.4% | +15.9% |
| YTD | +28.7% | +34.9% | -6.1% | +11.1% |
| 1Y | +55.4% | +52.4% | +3.0% | +26.5% |
| 3Y | +135.2% | +12.3% | +122.9% | +112.3% |
| 5Y | +64.2% | -30.8% | +95.0% | +79.7% |
| 10Y | +64.6% | +150.7% | -86.1% | +1.6% |
| All | +1,104.4% | +1,825.6% | -721.2% | +315.2% |
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