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  • IFF vs RVTY✓SelectedUSD · RVTYIFF vs RVTY performance historyLatest closeAs of-0.85%09/08
Stock and ETF performance explorer

IFF vs RVTY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+853.2%
RVTY return
+2,356.0%
Excess return
-1,502.7%
Maximum drawdown
-67.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioRVTYExcessAlpha
1D-0.8%-2.4%+1.6%-0.3%
7D-0.2%+0.4%-0.6%-0.3%
30D-0.3%+10.8%-11.1%-2.6%
3M+18.6%+26.8%-8.2%+12.3%
6M+17.4%+39.3%-22.0%+8.8%
YTD+28.5%+31.6%-3.1%+20.2%
1Y+32.5%+47.7%-15.2%+20.7%
3Y+34.1%+19.9%+14.1%+26.0%
5Y-35.2%-32.3%-2.8%-32.2%
10Y-21.1%+138.4%-159.5%-35.9%
All+853.2%+2,356.0%-1,502.7%+346.9%

Cumulative growth

Daily Returns

Daily percentage return beside RVTY.

Daily Out/Under-Performance

Portfolio return minus RVTY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RVTY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RVTY 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling