+2,865.5%
RIO vs IVZ
+973.1%
+1,892.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.3% |
| 7D | -0.9% | +7.6% | -8.5% | -3.8% |
| 30D | -9.1% | +4.3% | -13.4% | -10.9% |
| 3M | -13.7% | -9.3% | -4.3% | -10.7% |
| 6M | -24.3% | +5.2% | -29.6% | -26.6% |
| YTD | +8.9% | +13.4% | -4.6% | +1.7% |
| 1Y | +22.7% | +25.4% | -2.7% | +9.8% |
| 3Y | +51.2% | +152.5% | -101.3% | -2.6% |
| 5Y | +88.1% | +36.7% | +51.4% | +49.6% |
| 10Y | +352.3% | +45.0% | +307.3% | +209.9% |
| All | +2,865.5% | +973.1% | +1,892.4% | +1,088.5% |
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