+209.8%
RSP vs IVZ
+60.3%
+149.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -2.5% | +1.8% | -4.3% | -3.2% |
| 3M | +3.0% | +15.7% | -12.7% | -2.8% |
| 6M | +8.9% | +36.3% | -27.4% | -3.5% |
| YTD | +13.0% | +24.9% | -12.0% | +2.8% |
| 1Y | +16.2% | +48.9% | -32.7% | -1.1% |
| 3Y | +52.7% | +136.8% | -84.1% | +5.6% |
| 5Y | +50.5% | +60.0% | -9.5% | +16.3% |
| 10Y | +209.8% | +63.4% | +146.5% | +105.5% |
| All | +209.8% | +60.3% | +149.5% | +105.5% |
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 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