-5.4%
RKT vs IVZ
+34.9%
-40.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.0% |
| 7D | -9.0% | +6.8% | -15.8% | -12.9% |
| 30D | +30.2% | +3.5% | +26.7% | +26.3% |
| 3M | -8.8% | -10.0% | +1.2% | -3.1% |
| 6M | -0.9% | +4.5% | -5.4% | -5.4% |
| YTD | -29.2% | +12.6% | -41.8% | -36.0% |
| 1Y | -20.1% | +24.4% | -44.5% | -32.5% |
| 3Y | +81.3% | +150.6% | -69.3% | -11.9% |
| All | -5.4% | +34.9% | -40.3% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling