+68.2%
IVV vs RNG
-69.1%
+137.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | -2.7% | -11.3% | +8.6% | -1.2% |
| 30D | -5.4% | -5.7% | +0.3% | -4.8% |
| 3M | -4.1% | +16.8% | -20.8% | -6.2% |
| 6M | +0.7% | +58.5% | -57.7% | -6.2% |
| YTD | +8.7% | +151.3% | -142.6% | -6.7% |
| 1Y | +11.0% | +169.0% | -158.0% | -5.8% |
| 3Y | +75.4% | +156.9% | -81.5% | +45.0% |
| All | +68.2% | -69.1% | +137.3% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling