-27.1%
RKT vs IVZ
+309.2%
-336.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | -6.3% | -2.4% | -3.9% | -5.0% |
| 30D | -6.2% | +3.0% | -9.2% | -7.6% |
| 3M | -1.9% | +14.9% | -16.7% | -9.6% |
| 6M | -13.0% | +36.7% | -49.7% | -26.8% |
| YTD | -31.9% | +25.7% | -57.6% | -40.1% |
| 1Y | -37.6% | +47.7% | -85.3% | -49.8% |
| 3Y | +36.8% | +138.8% | -102.0% | -16.2% |
| 5Y | -9.7% | +62.1% | -71.8% | -38.4% |
| All | -27.1% | +309.2% | -336.3% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling