+766.3%
IVV vs RRX
+1,424.9%
-658.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -0.9% | +5.4% | -6.3% | -2.8% |
| 30D | -2.3% | +12.0% | -14.3% | -6.6% |
| 3M | -1.2% | +6.1% | -7.3% | -4.0% |
| 6M | +3.3% | -13.2% | +16.5% | +5.5% |
| YTD | +12.3% | +31.0% | -18.6% | -3.0% |
| 1Y | +12.5% | +38.8% | -26.2% | -5.1% |
| 3Y | +79.2% | +70.3% | +8.9% | +32.3% |
| 5Y | +75.6% | +15.5% | +60.1% | +44.4% |
| 10Y | +313.4% | +213.7% | +99.7% | +119.5% |
| All | +766.3% | +1,424.9% | -658.6% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling