+467.1%
IVV vs RNG
+327.7%
+139.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.1% |
| 7D | +0.1% | +5.8% | -5.7% | -0.7% |
| 30D | +0.1% | +19.6% | -19.5% | -2.4% |
| 3M | +2.0% | +67.0% | -65.0% | -5.8% |
| 6M | +13.0% | +88.4% | -75.3% | +1.8% |
| YTD | +13.6% | +155.5% | -141.9% | -3.4% |
| 1Y | +20.1% | +141.7% | -121.6% | +2.6% |
| 3Y | +77.6% | +131.1% | -53.5% | +48.1% |
| 5Y | +82.5% | -70.6% | +153.1% | +92.1% |
| 10Y | +316.5% | +228.2% | +88.3% | +198.4% |
| All | +467.1% | +327.7% | +139.3% | +292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling