+306.5%
IVV vs RCL
+382.5%
-75.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -2.7% | +6.5% | -9.2% | -3.9% |
| 30D | -5.4% | +15.9% | -21.3% | -8.0% |
| 3M | -4.1% | +2.7% | -6.7% | -4.8% |
| 6M | +0.7% | +15.2% | -14.5% | -2.6% |
| YTD | +8.7% | +19.2% | -10.5% | +3.4% |
| 1Y | +11.0% | +31.6% | -20.6% | +3.3% |
| 3Y | +75.4% | +274.2% | -198.8% | +31.5% |
| 5Y | +68.3% | +250.1% | -181.7% | +21.9% |
| All | +306.5% | +382.5% | -75.9% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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