+81.3%
RKT vs IVZ
+150.4%
-69.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | -9.0% | +6.8% | -15.8% | -12.3% |
| 30D | +30.2% | +3.5% | +26.7% | +26.9% |
| 3M | -8.8% | -10.0% | +1.2% | -3.8% |
| 6M | -0.9% | +4.5% | -5.4% | -4.6% |
| YTD | -29.2% | +12.6% | -41.8% | -34.9% |
| 1Y | -20.1% | +24.4% | -44.5% | -30.6% |
| 3Y | +81.3% | +150.6% | -69.3% | -25.1% |
| All | +81.3% | +150.4% | -69.1% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling