+12.1%
IVV vs RNG
+177.2%
-165.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | +3.3% | +2.3% | +1.1% | +3.2% |
| 30D | -2.7% | -3.4% | +0.7% | -2.5% |
| 3M | -1.7% | +20.9% | -22.6% | -2.3% |
| 6M | +3.2% | +82.2% | -79.0% | +1.2% |
| YTD | +12.0% | +164.6% | -152.6% | +7.2% |
| 1Y | +12.1% | +177.0% | -164.9% | +5.0% |
| All | +12.1% | +177.2% | -165.1% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling