+322.1%
IVV vs RNG
+215.2%
+106.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.4% | -4.1% | +3.7% | +0.2% |
| 30D | -1.4% | +8.6% | -10.0% | -2.6% |
| 3M | +3.7% | +78.0% | -74.3% | -5.2% |
| 6M | +13.0% | +67.0% | -54.0% | +3.3% |
| YTD | +12.4% | +142.4% | -130.0% | -4.1% |
| 1Y | +18.6% | +120.4% | -101.8% | +2.3% |
| 3Y | +78.1% | +122.1% | -44.0% | +48.4% |
| 5Y | +82.3% | -69.8% | +152.1% | +93.2% |
| 10Y | +322.1% | +223.4% | +98.7% | +194.0% |
| All | +322.1% | +215.2% | +106.9% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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