+420.8%
RSG vs IVZ
+65.9%
+354.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | +4.0% | +3.0% | +0.9% | +3.4% |
| 3M | +7.4% | +14.9% | -7.5% | +4.5% |
| 6M | +0.1% | +36.7% | -36.6% | -6.0% |
| YTD | +6.0% | +25.7% | -19.7% | +0.8% |
| 1Y | -3.0% | +47.7% | -50.7% | -10.7% |
| 3Y | +56.5% | +138.8% | -82.3% | +27.2% |
| 5Y | +90.9% | +62.1% | +28.8% | +64.3% |
| All | +420.8% | +65.9% | +354.9% | +293.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling