-9.7%
RKT vs IVZ
+61.5%
-71.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.3% |
| 7D | -1.0% | +1.2% | -2.1% | -1.7% |
| 30D | -2.4% | +1.8% | -4.2% | -3.4% |
| 3M | +1.9% | +15.7% | -13.8% | -8.2% |
| 6M | -13.9% | +36.3% | -50.2% | -30.2% |
| YTD | -30.6% | +24.9% | -55.6% | -40.7% |
| 1Y | -34.4% | +48.9% | -83.3% | -50.3% |
| 3Y | +38.2% | +136.8% | -98.6% | -26.8% |
| 5Y | -9.7% | +60.0% | -69.6% | -42.0% |
| All | -9.7% | +61.5% | -71.1% | -42.0% |
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