+776.1%
IVV vs RL
+2,843.8%
-2,067.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.1% | -7.8% | +7.8% | +2.2% |
| 3M | +2.0% | -4.0% | +6.0% | +2.7% |
| 6M | +13.0% | -1.9% | +14.9% | +12.4% |
| YTD | +13.6% | -0.2% | +13.8% | +12.2% |
| 1Y | +20.1% | +10.7% | +9.4% | +14.9% |
| 3Y | +77.6% | +210.8% | -133.2% | +24.1% |
| 5Y | +82.5% | +238.2% | -155.8% | +21.1% |
| 10Y | +316.5% | +313.4% | +3.2% | +139.5% |
| All | +776.1% | +2,843.8% | -2,067.7% | +188.1% |
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