-22.2%
RKT vs IVZ
+319.2%
-341.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | +2.1% | +0.6% | +1.5% | +1.8% |
| 30D | +1.4% | +4.0% | -2.6% | -0.6% |
| 3M | +6.3% | +18.2% | -11.9% | -3.4% |
| 6M | -15.5% | +32.8% | -48.3% | -27.7% |
| YTD | -27.4% | +28.7% | -56.1% | -37.0% |
| 1Y | -26.6% | +55.4% | -82.0% | -42.5% |
| 3Y | +41.2% | +135.2% | -94.0% | -13.0% |
| 5Y | -6.4% | +64.2% | -70.6% | -36.9% |
| All | -22.2% | +319.2% | -341.4% | -54.0% |
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 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