-24.1%
RKT vs IVZ
+269.4%
-293.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.2% |
| 7D | -9.0% | +7.6% | -16.6% | -12.5% |
| 30D | +30.2% | +4.3% | +25.9% | +26.6% |
| 3M | -8.8% | -9.3% | +0.5% | -4.6% |
| 6M | -0.9% | +5.2% | -6.2% | -4.7% |
| YTD | -29.2% | +13.4% | -42.6% | -34.7% |
| 1Y | -20.1% | +25.4% | -45.4% | -30.0% |
| 3Y | +81.3% | +152.5% | -71.2% | +7.6% |
| 5Y | -6.6% | +36.7% | -43.3% | -32.6% |
| All | -24.1% | +269.4% | -293.5% | -52.4% |
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 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