+208.0%
RDDT vs IVZ
+121.2%
+86.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.4% |
| 7D | -0.4% | -2.4% | +2.0% | +1.2% |
| 30D | -0.5% | +2.5% | -3.0% | -2.2% |
| 3M | -9.8% | +17.1% | -26.9% | -19.8% |
| 6M | +15.8% | +35.1% | -19.3% | -7.5% |
| YTD | -32.4% | +24.3% | -56.7% | -43.5% |
| 1Y | -40.0% | +48.7% | -88.7% | -56.1% |
| All | +208.0% | +121.2% | +86.8% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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