+518.6%
RVMD vs IVZ
+132.2%
+386.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -3.6% | -2.4% | -1.2% | -2.5% |
| 30D | -1.1% | +2.5% | -3.6% | -2.2% |
| 3M | +41.0% | +17.1% | +24.0% | +30.4% |
| 6M | +105.7% | +35.1% | +70.5% | +77.9% |
| YTD | +155.3% | +24.3% | +131.0% | +125.7% |
| 1Y | +402.7% | +48.7% | +354.1% | +304.8% |
| All | +518.6% | +132.2% | +386.5% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling