+315.1%
IVV vs RBA
+187.5%
+127.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.9% |
| 30D | +0.1% | -12.3% | +12.4% | +3.4% |
| 3M | +2.0% | -20.5% | +22.5% | +7.6% |
| 6M | +13.0% | -18.5% | +31.6% | +18.2% |
| YTD | +13.6% | -18.2% | +31.8% | +18.2% |
| 1Y | +20.1% | -27.5% | +47.6% | +28.9% |
| 3Y | +77.6% | +38.1% | +39.5% | +57.4% |
| 5Y | +82.5% | +44.8% | +37.7% | +55.2% |
| All | +315.1% | +187.5% | +127.6% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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