+73.5%
IVV vs RCL
+290.3%
-216.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | -0.6% | +8.5% | -9.1% | -2.3% |
| 30D | -3.7% | +20.4% | -24.1% | -7.4% |
| 3M | -2.7% | +11.0% | -13.7% | -5.1% |
| 6M | +2.2% | +24.9% | -22.6% | -3.1% |
| YTD | +10.9% | +23.9% | -13.0% | +4.0% |
| 1Y | +11.3% | +30.8% | -19.5% | +2.9% |
| 3Y | +76.9% | +270.4% | -193.5% | +27.3% |
| 5Y | +73.5% | +296.1% | -222.6% | +19.0% |
| All | +73.5% | +290.3% | -216.9% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling