+605.1%
RVMD vs IVZ
+130.7%
+474.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.0% | -2.4% | -0.6% | -2.0% |
| 30D | -0.7% | +3.0% | -3.8% | -2.0% |
| 3M | +36.5% | +14.9% | +21.7% | +27.9% |
| 6M | +104.6% | +36.7% | +67.9% | +78.1% |
| YTD | +155.8% | +25.7% | +130.2% | +128.1% |
| 1Y | +340.7% | +47.7% | +293.0% | +265.2% |
| 3Y | +519.9% | +138.8% | +381.1% | +305.7% |
| 5Y | +584.9% | +62.1% | +522.9% | +411.2% |
| All | +605.1% | +130.7% | +474.4% | +334.9% |
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