+82.2%
IVV vs RRX
+19.7%
+62.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.5% | +4.3% | -3.8% | -0.5% |
| 30D | -1.0% | -8.0% | +7.0% | +0.9% |
| 3M | +3.9% | -22.0% | +25.9% | +8.9% |
| 6M | +14.5% | -11.9% | +26.4% | +15.3% |
| YTD | +12.9% | +17.1% | -4.2% | +4.6% |
| 1Y | +19.4% | +14.9% | +4.5% | +10.5% |
| 3Y | +78.8% | +6.9% | +71.9% | +63.1% |
| 5Y | +82.2% | +19.6% | +62.6% | +56.9% |
| All | +82.2% | +19.7% | +62.5% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling