+313.6%
IVV vs RRX
+216.7%
+96.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -2.0% | -3.7% | +1.7% | -0.9% |
| 30D | -1.6% | -9.3% | +7.6% | +1.2% |
| 3M | +4.8% | -21.8% | +26.5% | +11.2% |
| 6M | +12.6% | -22.0% | +34.6% | +18.0% |
| YTD | +11.8% | +11.9% | -0.2% | +3.0% |
| 1Y | +17.6% | +11.6% | +6.0% | +7.6% |
| 3Y | +77.0% | +2.2% | +74.8% | +58.1% |
| 5Y | +82.6% | +14.9% | +67.7% | +50.3% |
| All | +313.6% | +216.7% | +96.9% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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