+75.4%
IVV vs RNG
+154.7%
-79.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.6% |
| 7D | -2.7% | -11.3% | +8.6% | -1.6% |
| 30D | -5.4% | -5.7% | +0.3% | -4.9% |
| 3M | -4.1% | +16.8% | -20.8% | -5.6% |
| 6M | +0.7% | +58.5% | -57.7% | -4.1% |
| YTD | +8.7% | +151.3% | -142.6% | -3.2% |
| 1Y | +11.0% | +169.0% | -158.0% | -2.3% |
| 3Y | +75.4% | +156.9% | -81.5% | +52.2% |
| All | +75.4% | +154.7% | -79.2% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling