+300.2%
IVV vs RMD
+359.9%
-59.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | -2.7% | +2.3% | -5.0% | -3.4% |
| 30D | -5.4% | +4.1% | -9.5% | -6.7% |
| 3M | -4.1% | +5.7% | -9.8% | -6.0% |
| 6M | +0.7% | +12.9% | -12.2% | -3.8% |
| YTD | +8.7% | -1.5% | +10.3% | +7.8% |
| 1Y | +11.0% | -4.8% | +15.7% | +11.1% |
| 3Y | +75.4% | +57.5% | +17.9% | +44.8% |
| 5Y | +68.3% | -5.5% | +73.8% | +61.2% |
| All | +300.2% | +359.9% | -59.7% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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