+312.0%
IVV vs RNG
+236.7%
+75.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +3.3% | +2.3% | +1.1% | +3.0% |
| 30D | -2.7% | -3.4% | +0.7% | -2.3% |
| 3M | -1.7% | +20.9% | -22.6% | -4.6% |
| 6M | +3.2% | +82.2% | -79.0% | -6.6% |
| YTD | +12.0% | +164.6% | -152.6% | -5.9% |
| 1Y | +12.1% | +177.0% | -164.9% | -6.6% |
| 3Y | +78.6% | +177.4% | -98.8% | +43.9% |
| 5Y | +73.8% | -72.3% | +146.2% | +87.8% |
| All | +312.0% | +236.7% | +75.3% | +190.0% |
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