+455.6%
IVV vs RNG
+324.9%
+130.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +0.1% | -6.2% | +6.3% | +1.0% |
| 30D | -3.3% | -8.0% | +4.7% | -2.3% |
| 3M | -2.4% | +15.7% | -18.1% | -4.6% |
| 6M | +2.6% | +60.3% | -57.7% | -5.2% |
| YTD | +11.3% | +153.8% | -142.5% | -5.5% |
| 1Y | +13.4% | +172.2% | -158.7% | -4.7% |
| 3Y | +80.3% | +174.8% | -94.5% | +46.5% |
| 5Y | +72.7% | -68.6% | +141.3% | +80.1% |
| 10Y | +309.6% | +248.2% | +61.5% | +191.0% |
| All | +455.6% | +324.9% | +130.7% | +283.4% |
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