+735.8%
IVV vs RL
+3,109.2%
-2,373.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +2.9% | -2.4% |
| 7D | -4.8% | -4.7% | -0.1% | -3.5% |
| 30D | -5.9% | +3.6% | -9.5% | -6.9% |
| 3M | -4.5% | +0.5% | -5.1% | -5.0% |
| 6M | +1.8% | +6.6% | -4.8% | -0.9% |
| YTD | +8.4% | +8.8% | -0.5% | +4.4% |
| 1Y | +9.4% | +21.8% | -12.4% | +2.0% |
| 3Y | +75.3% | +245.8% | -170.6% | +18.8% |
| 5Y | +67.8% | +230.0% | -162.2% | +12.4% |
| 10Y | +314.2% | +369.4% | -55.3% | +129.6% |
| All | +735.8% | +3,109.2% | -2,373.4% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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