+617.4%
RVMD vs IVZ
+131.1%
+486.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.4% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | +1.1% | +3.1% | -2.0% | -0.3% |
| 3M | +39.6% | +18.2% | +21.4% | +29.3% |
| 6M | +110.7% | +38.6% | +72.1% | +82.4% |
| YTD | +160.3% | +25.9% | +134.4% | +131.9% |
| 1Y | +404.9% | +51.7% | +353.2% | +314.1% |
| 3Y | +545.5% | +138.7% | +406.8% | +322.6% |
| 5Y | +584.7% | +62.8% | +521.9% | +410.3% |
| All | +617.4% | +131.1% | +486.3% | +342.1% |
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