+315.1%
IVV vs RCL
+326.6%
-11.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | -5.1% | +5.2% | +1.1% |
| 30D | +0.1% | -19.0% | +19.1% | +4.0% |
| 3M | +2.0% | -9.6% | +11.6% | +3.6% |
| 6M | +13.0% | -6.7% | +19.7% | +13.6% |
| YTD | +13.6% | -3.9% | +17.5% | +12.8% |
| 1Y | +20.1% | -25.1% | +45.2% | +24.5% |
| 3Y | +77.6% | +179.1% | -101.5% | +41.0% |
| 5Y | +82.5% | +243.3% | -160.8% | +33.4% |
| All | +315.1% | +326.6% | -11.5% | +186.0% |
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