+735.8%
IVV vs RCL
+1,825.0%
-1,089.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.7% |
| 7D | -4.8% | +3.9% | -8.7% | -5.6% |
| 30D | -5.9% | +11.8% | -17.7% | -8.3% |
| 3M | -4.5% | -0.8% | -3.7% | -4.7% |
| 6M | +1.8% | +23.6% | -21.8% | -3.7% |
| YTD | +8.4% | +17.6% | -9.2% | +2.4% |
| 1Y | +9.4% | +28.3% | -18.9% | +1.2% |
| 3Y | +75.3% | +261.4% | -186.2% | +25.8% |
| 5Y | +67.8% | +245.3% | -177.6% | +15.2% |
| 10Y | +314.2% | +381.8% | -67.6% | +123.7% |
| All | +735.8% | +1,825.0% | -1,089.2% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling