+306.5%
IVV vs RRC
+59.4%
+247.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.6% |
| 7D | -2.7% | -10.8% | +8.1% | -1.5% |
| 30D | -5.4% | +22.3% | -27.7% | -7.6% |
| 3M | -4.1% | +26.6% | -30.7% | -6.7% |
| 6M | +0.7% | +18.9% | -18.2% | -1.6% |
| YTD | +8.7% | +39.2% | -30.5% | +4.2% |
| 1Y | +11.0% | +34.0% | -23.0% | +6.7% |
| 3Y | +75.4% | +42.0% | +33.4% | +66.0% |
| 5Y | +68.3% | +111.9% | -43.5% | +49.6% |
| All | +306.5% | +59.4% | +247.1% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling